Re: Aren't we lucky!
For a planet to be inside a heliosphere it needs to be near (or preferably in orbit around) a star. So orphan planets are out of luck, but ALL of the exoplanets that we've found so far qualify.
Planets without a (or with a weak) magnetic field will slowly have their atmosphere stripped by the solar wind. So planets without a significant magnetic field either end up with little to no atmosphere (e.g. Mars) or have a deep, thick, boiling, crushing atmosphere (e.g. Venus) that will take billions of years to strip away.
So if you look for an atmosphere that's thick enough, but not too thick, and is gonna be around long enough for life to evolve then the heliosphere and magnetic field can pretty much be assumed.
I am of course discounting extremophiles, the likes of which we might just find living on Mars or in the clouds of Venus. But that's because we've not been able to find them on Mars or Venus, which are both in our own backyard. If there are extremophiles living on an exoplanet we have zero chance of finding them from here with our present (or near future) technology.