Headroom atom stick the navigation on all screens. The problem that your helium (or hydrogen) not assign the offcanvas to the navigation on mobile so that why you can not see the Headrrom navigation on mobile.
Please read my prev comment https://joomlead.com/forums/topic/headroom-particle/#post-220781
You should add the custom js to move the menu bar icon to navigation section so you can see the headroom js working on mobile.
Or simply add any content to navigation section(like button or social icons) then resize browser to see what I mean.