The Russian security services have been known to murder people who pose a threat of exposure to them or their activities. They've used deadly poisons from marine creatures, botulism toxins, highly radioactive isotopes and other exotic methods. Its not unreasonable to assume anyone carrying information embarrassing to them might suddenly be found dead of an apparent suicide.

Death by helium asphyxiation might very well look like a suicide, but that's the whole point, isn't it? Helium is non-toxic, but it can prevent oxygen from getting to the lungs. Painless, but effective, and only the paraphernalia left behind can be used as evidence.