Just out of curiosity I looked up the rules regarding helium-filled balloons. This is the page describing the Dutch rules (courtesy of LVNL, the Dutch NATS). I would assume other countries have more or less the same rules.
Special activities - OPS help desk LVNL (Click on "toy balloons")
So you only need to report your activity and/or seek permission if you are launching more than a 1000 at the same time, in the vicinity of an aerodrome.
So filing an airprox for a single balloon - I don't think anybody is going to act upon it as there's realistically nothing that anybody can do about it.