Assuming there weren't already problems with the balloon idea, what you'd have then is a pressurized vessel, the pump, and of all the compressed helium weighin

Assuming there weren't already problems with the balloon idea, what you'd have then is a pressurized vessel, the pump, and of all the compressed helium weighing you down for 99% of your trip just to save a tiny bit of energy (and I'm assuming a day with zero wind here) during the offloading procedure which probably doesn't even last long enough for the balloon to fully inflate. Also, as far as I know, the cheapest/lightest material to make the balloon out of would be mylar, which is conductive and not something you want around powerlines.