I have the same problem. I do not have Helvetica. Therefore I did a different test.
I saved the figure using Arial font. Result: AI still misses Helvetica... I found this weird.
Then I did a trick: I converted my matlab eps into pdf. In pdf it result correct (Arial font).
When imported in AI the pdf is also correct and recognize the arial font, without asking for Helvetica.
I am wondering if it is practical to save directly editable pdfs from matlab or alternatively convert the eps in pdf.
My suspect is that the problem is not matlab, rather AI.
What you think?
I am using Matlab R2018b