I would ask, where is the source that states that Joseph Smith said this? If you are speaking of his last words, the only record of those of which I am aware is from John Taylor's account as given in his eulogy ( http://scriptures.lds.org/en/dc/135 ). According to him, Joseph's last words were, "O Lord my God!". That is all. So, upon what basis do you claim that he said the above?

SHORT ANSWER: This was a secret Masonic cry for distress which Joseph Smith, Jr. cried out when he was being assassinated and recognized several FreeMasons among his assailants.

It was an appeal to these fellow Masons to stop their attack and come to his aid.

LONG ANSWER: This is covered in detail in Mormon Historian Reed C. Durham's classic April 20, 1974 address on Mormonism's links to FreeMasonry entitled, "Is There No Help For The Widow's Son?" which was delivered when The Mormon History Association held its Convention at Nauvoo, Illinois, in the old, historic Nauvoo Hotel that year.

This cry for distress is taken from the FreeMason legend of Hiram Abbif's murder. Here's a clip from that portion of Mr. Durham's address:

13) Solomon and his builders, the Masons, while building and excavating for the temple at Mt. Moriah, discovered the cavern and the sacred treasure.

14)After three attempts to obtain the treasure, they were finally successful. Those Masons were very rejoiceful upon receiving these preserved Mysteries.

15) But. three wicked men intervened and committed a horrible crime. They attempted to force one of the Masons, one of the faithful Masons who had discovered the treasure. Hiram Abif; or Hiram, the widow's son, to reveal the hiding (place) and the contents of the hidden treasure.

16) He would not reveal his knowledge and therefore they killed him.

17) While being slain, Hiram. with uplifted hands, cried out, "Oh Lord, My God, is there no help for the widow's son?" This has since become a general Masonic distress call.

18) Then three loyal Masons, seeking revenge, pursued the three evil ones.
http://www.concernedchristians.com/index.php

I would consider this article a "must read" for anyone interested in Mormon History or the true history of Joseph Smith's death.

This is also covered in the excellent Bill McKeever video on Joseph Smith's assassination which I have attached.

The following Audio Interview with lifetime FreeMason and Born-in-the-Covenant Mormon, and LDS Apologist Greg Kearney also covers this event in some good detail.
http://www.concernedchristians.com/index.php

Here are some other general resources regarding Mormonism's linkage to FreeMasonry.
http://www.concernedchristians.com/index.php
http://www.concernedchristians.com/index.php

Jesus said we are to help the widows, FATHERLESS, unfortunates,poor....son' s need fathers to guide and bring them up to be Godly men.....many fatherless boys today who are just males...have had no example of how important a Father is and what a Father's ROLE is to his family....it is sad and a hard responsibility for a widow...it has been done but she needs help and so does the son from "good" men.....
we need the HEavenly Father, just as we need the Earthly Fathers....they both discipline, guide and teach...:)

In response to the actual question, the reason anyone in the Mormon Church (if such an organization exist) would say such a thing is probably the same reason that anyone else would say such a thing: I would expect the person to be a member of the United Order of Freemasons, most likely in distress and calling out for help.

In response to the initial phrase of the question, who’s “He”?
 
Thanks!

Sorry, I meant this as a comment not another answer.