But did what research? You mean like thinking 'Hey, that looks kind of like the Monty Python helmets... I bet I could list it in PIH and make tons...'
Then, yeah, that's probably exactly what it means...
Considering that, as mentioned, there are likely 100 or more of these helmets made for/used in Henry V, and maybe a dozen in Python? How can you even speculate that it's used in Grail? Just because it looks similar? You basically have someone 'in the movie industry' guaranteeing it's a helmet from Henry V (why would he lie for $40...?), and someone else with a history of questionable sales claiming it's from a completely different film (why would he lie? Oh wait... $6500...).
Considering that the consignor has a history of listing shady things in PIH (anyone remember the Statue of Liberty from Planet of the Apes (er, I mean The Terminal) head fiasco?) and eBay (see Jason's blog), I doubt there was a lot of research involved...
I have to admit though, even if you knew it was from Holy Grail (but couldn't prove it was worn by one of the 4 French guards seen prominently in the film, Cleese in particular), would it really be worth $6500? For a possible background helmet? Or does including that photo of Cleese and the others suggest it's actually one of THOSE 3 helmets (the 4th being a different design, doesn't count). There's a British memorabilia site that has two of these helmets listed as being from the film for £1,400 each, and they seem to sell other stuff sanctioned by Cleese himself, so I'd trust those a little more than something bought off eBay... And at 1/4 the price (counting premium...) (Never heard of them before, so can't really speak for their authentication tho. But if you are going to take a shot-in-the-dark on a 'French helmet from Python', I'd rather do it for ~$2200 than $8000)