Are IKEA LED filament lamps really have helium inside the glass bulb to cool the LEDs or just air?
Since my IKEA Tradfri LED 250lm 2.7W smart LED filament lamp and my IKEA Lunnom 0.9W LED filament lamp don't heats at all compared to Osram/Ledvance LED filament lamps, which gets very hot, I don't know if they have helium or plain air.

The cooling ability of the used gas fill has no effect on the lamp surface temperature.
Only the dissipated power and bulb surface (size, shape) do.
So if you would have two 5W lamps, one quality one with proper H2/He fill and a second one a cheepeese knock off with just plain air, both will have the same surface temperatures. Only the second one will die/degrade after very short time, while tge first one will perform for years. The difference will be only the internal filament temperature (that is what matters), not the bulb surface.

So if some dubious lamp exhibits lower surface temperature than a reputable brand one, (assume the same bulb size and shape) the most likely cause is the dubious lamp is actually of lower power than claimed (was a frequent problem with cheepeese CFLs, I doubt the LED market will be any different in this aspect). Of course, such lamp will significantly underperform in the light output, I doubt such cheepeese maker will use so much more efficient LEDs to compensate for the lower power.
Plus the balooning of the "equivalent wattage" is to be expected as well (someone putting "100W equivalent" on a cheap 6W rated product using just 4W in reality).