Concur that you pick them up on arrival.

First, the expansion mentioned above. Have you ever taken a balloon (or football or basketball, etc.) fully inflated from sea-level to 7000 ft? You'll notice that it expands... a lot... and may even pop. The cabin is pressurized to 10000 ft, IIRC, so this same expansion is going to occur. (I see this all of the time bringing general items from Phoenix to my home in the mountains of eastern Arizona.)

Second, helium is flammable, so the balloons may not be allowed due to safety concerns.

Have a great trip... the baby won't notice if you pick up the ballooons at your destination .

Bob