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Why dihydrogen is not used for filling balloons?

The only gas lighter than helium is hydrogen, which has some flammability issues that make it more difficult to handle safely than helium.

Also, in practice, hydrogen is not significantly "lighter" than helium. While the molecular mass (and thus, per the ideal gas law, the density) of hydrogen gas is about half that of helium, what determines the buoyancy of a balloon is the difference between the density of the gas inside the balloon and the air outside.

The density of air at STP is about ρ_air = 1.2754 kg/m³, while the densities of hydrogen and helium gas are ρ_H2 = 0.08988 kg/m³ and ρ_He = 0.1786 kg/m³ respectively. The buoyant forces of a hydrogen balloon and a helium balloon in air (neglecting the weight of the skin and the pressure difference between the inside and the outside, which both decrease the buoyancy somewhat) are proportional to the density differences ρ_air − ρ_H2 = 1.1855 kg/m³ and ρ_air − ρ_He = 1.0968 kg/m³. Thus, helium is only about 7.5% less buoyant in air than hydrogen.