You're absolutely right about Helga! She's such a paradox with multiple layers. There are many people like her in real life, who are more than what others get to see because they've been forced to be anything but what they truly are. And more often than not, people don't have the patience or concern to try and get past the false persona and just find it easier slapping an unsavory label on that individual without putting any effort in getting to know them. Most of the kids in Hey Arnold treat Helga this way; it's much easier just labeling her as a bully and a tomboy.
Besides her best friend, Phoebe, Arnold is one of the only other kids, the first one actually, who ever consistently sees more in Helga than what she shows. Which would be another factor in her admiration of him. I can't say I'm right, but I think a lot of Arnold's frustration with her could come from the fact that even when he's her target of torment, he knows that Helga is smarter, kinder, and deeper than most kids her age and that they could be really good friends if given the chance. I mean even in current television, it's rare to find a bully deeper than their stereotypical tropes with one of their frequent victims always seeing past their actions who also stands up to them.
Gah!! I could go on about this all day! I'm starting to think this show was way ahead of its time ^w^