To make them buoyant. And to do the munchkin voice party trick. The same could be accomplished with hydrogen gas, but if you get one too close to the birthday

To make them buoyant. And to do the munchkin voice party trick. The same could be accomplished with hydrogen gas, but if you get one too close to the birthday candles, they can produce a spectacular fireball that might startle your party guests into soiling themselves. Human nature being what it is, that and the misattribution of the damages in the Hindenberg disaster to its hydrogen contents is quite enough to convince people to use the inert fossil gas instead of the reactive renewable gas. Methane and ammonia party balloons haven't caught on, either, probably due to explodiness and stinkiness, respectively.