AE's local HTML Help was probably finished earlier than LiveDocs Help on the web, so it may not be as up-to-date as other options. If you're using AE Help offline, you'll be accessing older local Help files, so you might instead download the more accurate and complete version available as a PDF. Since the Adobe products all shipped together, the same may apply to other the products. Each product is set up the same way: the product Support and Live Help pages have links to the most recent PDF.
AE Help PDFs (and Community Help pages) are also available in localized or translated versions for German, French, Japanese, Italian, Spanish, and Korean; for details, see Todd Kopriva's After Effects CS4 Help is live in several more languages.
Update (01/02/09): Todd Kopriva says that currently the AE Help PDF is updated "About once per month; each time the HTML version of Help on the Web is updated. I've added nearly 20 pages since October, in addition to dozens of corrections and tweaks."