Suppose you had two balloons, one inside the other (a inside b).
Would filling balloon "a" with the 80% nitrogen/20% oxygen mix you find in the surrounding air at ground level, and then filling balloon "b" with 100% helium provide you with any benefit? In other words would you be able to use less helium to provide an equal lift compared to a third balloon that was only filled with helium?
I suppose another way to look at it: Would you be able to use less helium if the cargo was inside the balloon vs hanging from the bottom?