Not very likely.

If we go for the building of pyramids, your example, then current theory on transport of heavy stone objects bases on evidence found at the walls of different egyptian tombs and modern day reenactments, experiments, and computer models.

In the aforementioned tomb images, the going image is that of large boats used for transports, no evidence for baloons or other solutions. There`s little left actually depicting images old enough to portray the building of the actual pyramids, and sadly, there`s also little left of the machinery or constructions used to put the stones in place left. However, there are images of large barges transporting massive stone pieces across the river down to where the stones would later be installed dating from later generations, which allowed scientists to come up with theories concerning the transport of the stones on the river. Following this, it is generally assumed that the egyptians used large, wooden barges manned by hundreds of sailors to row or tow these gigantic boats from the areas where the stones were cut to where the pyramids and other gigantic buildings and statues of later days would be set up. (Romer 189-191)

For the longest time, the biggest problem was that science could not explain how the giant stone artefacts would cover the distance from where they were cut to the boats and off the boats to where the stones would finally be installed. However, there again was evidence pointing towards solutions for this question in several tomb images, too, and scientists went through a number or experiments and models to try and figure out how transport could happen. There is one particular image left in a tomb from a later dynasty in which a giant statue was depicted in transport on a giant most likely wooden sled, pulled by rows of men. Thus, as with the transport on the water, scientists started to assume that transport might not have changed too much over the centuries, and it could be a going explaination for how all these heavy stones could be so easily moved. The key element of this image was not the wood sled or the dozens of men shown pulling it, but one particular figure standing at the front of the sled, pouring what was identified as a liquid to the survace ahead of the sled. Scientists figured in a study from 2014 that it must indeed have been water, and that the moist sand cleverly aided in the transport of the sled by creating a smooth survace the sled could easily be pulled across. [2] Another method must have included wooden rollers and planks to move the sleds across the sand, most likely also up slopes or up construction ramps. (Smith Chapter 5-6)

Lastly, for the construction of the pyramids themselves, there`s no clear evidence how they were build but it can be generally assumed that similar methods must have been employed since there is indded evidence of ramps and again sleds, although not at the pyramid itself. What is known is that there must have been a lot of people involved, since there are whole settlements buried in the sand close the construction sides, and most show evidence that not only did they not live too bad, but these settlements also included workshops that produced tools and other important things right there in close proximity. (Smith Chapter 5-6)

So, as you see, science goes with what they have evidence for. There is no equal evidence of floating or flying devices for this period of time - so it might be indeed a too outlandish idea to explore. Also, some of the stones are hundreds of tons heavy, the size of a hot air floating device of that size, would have been recorded somehow somewhere, when even those large stone transport barges were documented in tombs although they vanished with no archeological trace left otherwise.

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[1] Romer, John. The Great Pyramid: Ancient Egypt Revisited. Vereinigtes Königreich, Cambridge University Press, 2007.

[3] Smith, Craig B.. How the Great Pyramid Was Built. USA, Smithsonian, 2018.