Depending on the launch trajectory, these fairings come down between 40 km and 1400km offshore. So you either need a helicopter with incredible range and dwell time, or a boat with a helicopter pad AND a place to put the fairing if you catch it.
Say you catch the fairing. Great, now you have a giant composite/plastic sail, the size of school bus, bouncing around in your rotor downdraft. Not exactly the safest thing, and you're over water so you can't just put down anywhere.
So, it's complicated, and SpaceX decided to go with a boat rather than a helicopter-and-a-boat.