No, the big turbo-alternators, at least the ones old enough to be in my old electrical engineering books, run/ran pure (obviously) Hydrogen in a closed circuit to reduce turbulence losses and due to its higher specific heat capacity. There were all sorts of precautions, purging procedures, oil labyrinth shaft seals to protect against air leakage.
EDIT: Actually, on referring to the books in question (The Modern Electical Engineer, Arthur Arnold, Caxton press published 1927) they were only being run on an experimental basis, I don't know what happened after that. Hydrogen has a specific heat capacity 14 times that of air - and of course the much better windage losses due to much lower density as I mentioned.