Someone had posted a month or so back in the safety & security forum that they were not permitted to bring the balloons onboard last time they tried. The reason seems to be that in the reduced-pressure environment of the cabin, the balloons expand significantly and can pop--not dangerous, per se, but the balloon rarely survives intact to its destination, and the pop sound isn't too good on the nerves of the crew and passengers.

In other words, I'd recommend picking up the balloons on arrival locally, as they might either be taken at the airport or burst in-flight.