Explanation :
Helium gas is present inside air balloon. Its density is less than air i.e. it is lighter than air.
The speed of sound in air is 343 m/s and around 972 m/s in He.
So, when Lisa placed a balloon to her ear, she was able to hear what her sister was whispering from the other side of the room because the sound waves are travelling with faster speed to Lisa.
When she removed the balloon, she was no longer able to hear what her sister was saying. It is because speed of sound in air is 343 m/s.