Helvetica is a legacy codepage 1252 font, and has no ligatures, other than Æ, æ, and arguably ¼, ½, and ¾.
Windows 7 (in CharacterMap) appears to be faking Œ and œ at code points \u0152 and \u0153, as well as fi and fl at \ufb01 and \ufb02, which code points cannot exist in a CP1252 font. FM may or may not be able to see these synthetic unichars, depending on the FM version and OS.
What appears to have happened here is that the originating app was using the Unicode code points, for example, \ufb01 for "fi". That app may have been doing a silent substitution from some other font for the visibly presented fi & fl, but in any case passed the Unicode values forward. Since Helvetica officially doesn't populate anything above \i00ff, FM throws a "?"
Some applications automatically convert certain character sequences to ligatures. That's either a benefit or a hazard. For portability, it's usually a hazard. Others may just try to fake it with tight metrics.
The newer Adobe Helvetica Neue is a Unicode font, and may well populate the ligatures, but since the name is not "Helvetica", just having it installed wouldn't automatically fix the problem.
There may or may not have existed some overlay fonts that were Helvetica mimics, and provided ligatures, possibly in the \x80 thru \xff range, but had that been the case, it's more likely that you'd have gotten some random Latin-1 Supplement glyph, rather than a "?".