A Helson matrix is an infinite $A = (a_{m,n})_{m,n\geq1}$ such that the entry $a_{m,n}$ depends only on product $mn$. We demonstrate orthogonal projection from Hilbert--Schmidt class $\mathcal{S}_2$ onto subspace of matrices does not extend to a bounded operator Schatten $\mathcal{S}_q$ for $1 \leq q \neq 2 < \infty$. In fact, we prove more general result showing large natural projections are u...