I was envisioning the sensor being at least a couple of feet down stream from the heaters. Some of the IR energy from the radiation heaters will bounce off of the pipe and into your sensor, but you could solve that with a shield to prevent direct line of sight. The bigger issue is that you are trying to measure the temperature as it leaves the heat exchanger, and the pipe surface temperature will most likely be hotter than the He at that point.
One big factor that you left out is accuracy and response time. If high accuracy or fast response is needed you will end up with an exposed thermocouple. The next step down in accuracy/speed would be a thermocouple in a thermo-well. Then lastly you have a thermocouple clamped to the pipe or an IR sensor.
ISZ