Context. Because of its close distance to an active K-type star, the hot Jupiter WASP-80b has been identified as a possible excellent target for detecting and measuring Hei absorption in the upper atmosphere. Aims. Our aim was to look for, and eventually measure and model, metastable Hei atmospheric absorption. Methods. We observed four primary transits of WASP-80b in the optical and near-infrared using the HARPS-N and GIANO-B high-resolution spectrographs attached to the Telescopio Nazionale Galileo telescope, focusing the analysis on the Hei triplet. We further employed a three-dimensional hydrodynamic aeronomy model to understand the observational results. Results. We did not find any signature of planetary absorption at the position of the Hei triplet with an upper limit of 0.7% (i.e. 1.11 planetary radii; 95% confidence level). We re-estimated the stellar high-energy emission that we combined with a stellar photospheric model to generate the input for the hydrodynamic modelling. We obtained that, assuming a solar He to H abundance ratio, Hei absorption should have been detected. Considering a stellar wind 25 times weaker than solar, we could reproduce the non-detection only assuming a He to H abundance ratio about 16 times smaller than solar. Instead, considering a stellar wind 10 times stronger than solar, we could reproduce the non-detection only with a He to H abundance ratio about 10 times smaller than solar. We attempted to understand this result by collecting all past Hei measurements looking for correlations with stellar high-energy emission and planetary gravity, but without finding any. Conclusions. WASP-80b is not the only planet with a sub-solar estimated He to H abundance ratio, suggesting the presence of efficient physical mechanisms (e.g. phase separation, magnetic fields) capable of significantly modifying the He to H content in the upper atmosphere of hot Jupiters. The planetary macroscopic properties and the shape of the stellar spectral energy distribution are not sufficient for predicting the presence or absence of detectable metastable He in a planetary atmosphere, as also the He abundance appears to play a major role.