A while back, Gu Fan had been pondering what would happen if the enemies discovered that the world's only remaining space-time door wasn't destroyed.
Perhaps Gu Fan would decide to do the same trick again, creating a fake space-time door, so that when the enemies came to seize it, the fake door would self-ignite, thereby deceiving the enemies.
As for why the enemies would be fooled again, it was because they were tracking Gu Fan, firmly believing that this time the door Gu Fan showed them was the real deal.
When Gu Fan asked Helen for the space-time key, Helen readily agreed and even believed the story Gu Fan made up, the one about how the key was a gift from a friend and had sentimental value.
The energy key was made with materials from an ancient Super Civilization and was very special; even if Organization X did not know the true purpose of the energy key, they should still be aware of its significance. So, Helen must have known as well.