quantum mechanics - Why does photon have only two possible eigenvalues of helicity?

Photon is a spin-1 particle. Were it massive, its spin projected along some direction would be either 1, -1, or 0. But photons can only be in an eigenstate of $S_z$ with eigenvalue $\pm 1$ (z as the momentum direction). I know this results from the transverse nature of EM waves, but how to derive this from the internal symmetry of photons? I read that the internal spacetime symmetry of massive particles are $O(3)$, and massless particles $E(2)$. But I can't find any references describing how $E(2)$ precludes the existence of photons with helicity 0.