The first step in the Deep Sentinel program, one of the most ambitious ocean-engineering projects in decades, will be completed this year. This initial step, called Vanguard, will shelter three aquanaut-scientists at depths of 100 meters. Eventually, the project will create a modular underwater habitat system that will let scientists live underwater for weeks at a time.
What they mean is they will need to use the amount of energy that you would normally put into air to get it to 31° C, but the helium will only get to 21° C. At no point will the helium actually be 31° C.