The ease of liquefaction of a gas depends upon the magnitude of the attractive forces present in its atoms or molecules and He being smallest molecules among all the noble gases, the intermolecular forces of attraction in them are negligible. Weaker are the intermolecular forces, more difficult it is to liquify that gas and lower would be the critical temperature of that gas. TC for helium =5.2K (the temperature above which it cannot be liquified however high pressure may be applied on the gas). That's the reason, when natural gas is compressed to about 100 atm and could to 78K, helium does not liquify while all other gases get liquified. Thus, helium has lowest critical temperature (5.2K) among all known gases.