I know this is Thread Necromancy of Arch-Lich levels, but...
The thing about this is that CSP still to this day hides the Anti-Aliasing level on material brushes.
Place your Balloon, then with the Operation Tool selected, Open the Sub-Tool Detail Palette ( Click the Wrench icon in the Tool Property tab), then you can set the Line AA there just as you would any other brush. While you're there, Click the Parameter Visibility button (the blank button that has an icon of an eye when you click it) and it will appear in the Tool property tab of every single balloon from then on.
You still need to set the AA for each individual balloon you create, but from now on, you can set the AA level with a single click.
Hope this helps anyone else who has this issue and finds this thread through a Google search