Are helium balloons dangerous for aircraft engines?

That depends on it. Aircraft engines are designed according to enormously high requirements and designed for any type of failure. This means that, in the construction process, it is important that, in the case of a foreign body contact, as little direct as possible and practically no collateral damage occurs. A balloon of balloon silk with helium and a small measuring device can damage the fanblades (compressor blades), which does not mean that they are immediately completely destroyed. They can do something.
A bird (Engine Bird Strike) initially causes only bulging, these are too serious, the blade is exchanged. Only in the case of metallic bodies of a certain size is the danger of the Blade Off event, that is to say a tearing off of the Blade. Although the engine is completely destroyed, there is generally no serious danger to the aircraft, since the engines are designed for this case. Google time after a video under “Blade Off A380”.