It's a neat idea but I'm not sure the materials science is there. Right now out best balloon material leaks a fair amount of helium over time. Then there's trying to make a ship that's large enough to carry enough helium to float itself up there then rigid enough to survive the extreme velocities to fly up. Seems like there's a huge gap there that might just not be possible to cross.
Because the orbital ship is structurally unable to cope with higher atmospheric density so must be assembled and maintained at altitude and never go below the height of the station.
There's a few challenges there...