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Context. The progenitors of many Type II supernovae have been observationally identified but the search for Type Ibc supernova (SN Ibc) progenitors has thus far been unsuccessful, despite the expectation that they are luminous Wolf-Rayet (WR) stars. Aims. We investigate how the evolution of massive helium stars affects their visual appearances, and discuss the implications for the detectability of SN Ibc progenitors. Methods. Evolutionary models of massive helium stars are analysed and their properties compared to Galactic WR stars. Results. Massive WR stars that rapidly lose their helium envelopes through stellar-wind mass-loss end their lives when their effective temperatures – related to their hydrostatic surfaces – exceed about 150 kK. At their pre-supernova stage, their surface properties resemble those of hot Galactic WR stars of WO sub-type. These are visually faint with narrow-band visual magnitudes Mv = −1.5 ··· −2.5, despite their high bolometric luminosities (log L/L⊙ = 5.6···5.7), compared to the bulk of Galactic WR stars (Mv < −4). In contrast, relatively low-mass helium stars that retain a thick helium envelope appear fairly bright in optical bands, depending on the final masses and the history of the envelope expansion during the late evolutionary stages. Conclusions. We conclude that SNe Ibc observations have so far not provided strong constraints on progenitor bolometric luminosities and masses, even with the deepest searches. We also argue that Ic progenitors are more challenging to identify than Ib progenitors in any optical images.