No. A Halo's pulse dips in and out of Slipspace like a wave. This is what makes it so powerful. If it was a normal pulse travelling at light-speed, it would take millions of years to purge the galaxy. The majority of the pulse is sent into Slipspace. Small increments break off and diffuse into realspace, which is the deadly part of the wave. Anything in slipspace is just as exposed to the pulse as in realspace. However, certain folds and pockets of slipspace do provide a bit of protection from the blast. This is where the Forerunners build Shield Worlds, as the Dyson sphere itself can withstand the majority of a Halo blast. By immersing it in these Slipspace pockets, the shield worlds become impregnable to the Halo Effect.