We don't fill helium gas in tube lights because its thermal conductivity and caloric content is very high.....due to which it may lead to the bursting of the glass cover of which a tube light is made...Hope i helped u...:)

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A gas-filled tube, also known as a discharge tube, is an arrangement of electrodes in a gas within an insulating, temperature-resistant envelope. Gas-filled tubes exploit phenomena related to electric discharge in gases, and operate byionizing the gas with an applied voltage sufficient to cause electrical conduction by the underlying phenomena of theTownsend discharge.The voltage required to initiate and sustain discharge is dependent on the pressure and composition of the fill gas and geometry of the tube. Although the envelope is typically glass, power tubes often use ceramics, and military tubes often use glass-lined metal. Both hot cathode and cold cathode type devices are encountered.