Because that is how they wanted her character to be.
Helga never died of anything.
Hey Arnold - 1996 Arnold Betrays Iggy Helga and the Nanny 3-10 was released on: USA: 19 October 1998
Hey Arnold - 1996 Arnold's Room Helga vs- Big Patty 3-4 was released on: USA: 9 September 1998
Hey Arnold - 1996 Helga's Show The Flood 3-15 was released on: USA: 25 November 1998
Hey Arnold - 1996 Helga's Locket Sid and Germs 5-7 was released on: USA: 19 April 2000
Hey Arnold - 1996 Helga Sleepwalks Fighting Families 4-13 was released on: USA: 23 October 1999
They dance in the April Fool's episode where Helga is pretending to be blind. I don't know if they dance in any other episodes though :)
Hey Arnold - 1996 Helga's Masquerade Mr- Green Runs 5-2 was released on: USA: 11 March 2000
Hey Arnold - 1996 Helga's Love Potion Gerald's Secret 2-2 was released on: USA: 28 September 1997
Helga confesses her love to Arnold's answering machine in the episode entitled "Helga Blabs it All."
It was either Gerald Comes Over or Helga Blabs It All.
Hey Arnold! was created by Craig Bartlett .