Looks like a castle in the air to me...
In the designated skeptic department, I find it extremely unlikely that the photo is of the alleged “bounce house” in this incident; they claim it went 50 feet in the air, not 500.
And it's extremely unlikely they filled a bounce house with helium; the expense would have been astronomical. I can believe it caught a gust of wind and was briefly airborne, and I'm sorry for the frightened little kids.
But as for the likelihood of the house floating away into the wild blue yonder, well... not so much.