Do other smooth surface spherical objects have the same effect?
Sound reflects off smooth surfaces. The ballon is probably just acting like any simple physical obstruction, because the surface does a lot all by itself even if theres almost no substance.
The air inside the ballon is also at a different density than outside, without helium, because of the elastic tension in the rubber. The air inside is always slightly compressed vs outside. I have no idea how much the two densities must differ to make the accoustic lense effect. I din't think it's this, just everyone seemed to be overlooking that even plain air will also have a different density.
Density does not affect the speed of sound of a gas. Temperature and molar mass does. So increasing the pressure of a given composition of gas won’t change anything, assuming you can bring the temp back down. Helium is obviously a different molar mass. But also dry air vs moist air can have an effect.