Ed,
I have been out of mainstream MIG welding for 14 years but as no-one has replied may as well have a go.
We found MIG shielding gas improved the weld strength and toughness by increasing % helium. Provided the overal arc characteristics remain smooth.
I always believed (never was certain) the small size of a helium molecule compared to argon and CO2 was useful to purge hydrogen out of the weld.
Pure helium and Pure CO2 produce a rough short-arc.
Argon produces a low voltage smooth spray arc.
Unless you want to set up and mix your own, proprietary gas mixtures are available with combinations of all the above gases including small amounts of oxygen.
One of the things you may want to try because welding very thin ss with MIG is extremely difficult, is to position the weldment on a slope and direct the shielding gas via a remote nozzle because a coventional nozzle completely shrouds the contact tip. With the right gas and nozzle arrangement to properly shroud the weld pool on the slope, it can assist enormously to reduce the distance the contact tip from the weld. This benefits the arc characteristic as well as helps direct the arc to the required spot.