Hydrogen is a highly combustible gas. Moreover, it is the lightest gas. When weather balloons move to high altitudes in the atmosphere, the air becomes thin and the protection of ozone layer also decreases. So, sometimes, the ultraviolet radiations react with Hydrogen and can cause a blast.
With Helium, there are no such problems. You only have to sacrifice the level of altitudes you can reach. But considering safety, Helium has replaced Hydrogen in weather balloons.