The helium is generally the biggest cost for a launch. You generally need welding grade helium instead of the party balloon variety which costs more. The price fluctuates a lot because of some complicated economics related to natural gas production, but getting that high can easily set you back $400.
If I recall rightly, hydrogen leaks out of the balloon so fast because of the change in pressure at high altitudes. Not a problem at lower ones, but way up I seem to recall that it is.
This is an unmanned device so it doesn't have the same safety concern. Also at the cruising altitude there is so little oxygen it's probably as safe as helium at that altitude.
Anyone stupid enough to do it without following FAA rules (assuming launched in the US) is going to find themselves in some serious trouble.
[1] https://www.highaltitudescience.com/collections/all