Well, technically it would work somewhat. But then again, so would air.
If you constantly move a warmer gas over a colder object, the object will warm up (application of the 0th, 1st and 2nd law of thermodynamics).
So if a pipe is frozen and you can blow helium on it, especially if it is warmer, then yes it would warm it up faster then if there was no air flowing over it.
The question becomes, would air be more efficient or would helium, then, given those conditions (but you are correct, there is no chemical reaction though).
Helium has a specific heat of almost 5 times that of air by mass, but my molar volume it is 2/3rds that of air.
So depending on how you measure it, it will be 5 times more efficient, or 2/3rds less efficient. Funny, but true.