I found that Helicon was nowhere near as effective as Adobe CS5.
I noticed that you didn't use Helicon Focus' 'method B' (similar in segmentation approach to Zerene Stacker's Pmax mode). I have to assume that you chose the optimal parameters for the 'Method A' you apparently used, i.e. you didn't mention which settings for radius and smoothing gave the best results so perhaps you just used defaults?
Likewise, Zerene Stacker offers parameters to improve the results depending on the stack 'quality' (amount of DOF overlap).
Your results are interesting, in that an earlier test I did between Photoshop (CS4?) and Helicon Focus Pro turned out less favorable for Photoshop. Perhaps the different Photoshop versions give different results, and CS5 has improved.
And while I agree that it's desirable for the initial output to be close to ideal, it is also important if and how the (inevitable) artifacts can be retouched most successfully. Photoshop doesn't offer much in that respect.