As title. To reduce number of lookups.
IMHO, such a thing is unnecessary and potentially harmful. But I see no reason prohibiting you from creating your own A or AAAA records in your zone which match those of dns[1-5].he.net, and likewise entering that info at your domain registration provider. But then the onus is on you to update your RRs if/when HE changes theirs. It's your responsibility and breakage caused by you.