Not quite.
They could use helium or nitrogen because they're largely inert and non-toxic. All they do is displace the gas in your lungs and don't otherwise interact with any tissues. They displace the oxygen, which will cause you to lose consciousness and die, but they also displace the carbon dioxide, which is what triggers the urge to breathe and makes the whole experience unpleasant.
Without the CO2 build-up it isn't unpleasant. If you've ever took a lung full of helium from a kid's balloon and held it in too long, you know the truth of that.
But chlorine, bromine, fluorine and iodine also all are gasses, and also are toxic. With any of them you'd start having an unpleasant reaction immediately when the goal is that you drift off to sleep without any discomfort.
And if you're going to do that, why bother giving up cyanide gas?
Missed the entire point. Much adoo about nothing.