A fractional Helly for more than one piercing is true, but $\beta '$ does not approach $1$ if $\alpha '$ approaches $1$.
The existence of $\beta '$ actually follows from the usual fractional Helly theorem. Given a subfamily of size $k(d+1)$, if it has piercing number at most $k$, there must be an intersecting $(d+1)$-tuple. Every intersecting $(d+1)$-tuple can be counted at most $\binom{n-d-1}{kd}$ times. Thus, there are at least $$ \alpha' \frac{\binom{n}{k(d+1)}}{\binom{n-d-1}{kd}} \sim \alpha \binom{n}{d+1} $$ different intersecting $(d+1)$-tuples for some other $\alpha$ not depending on $n$. The large intersecting subfamily that comes from fractional Helly has in particular piercing number at most $k$.
I currently have only one example showing that $\beta' \not\rightarrow 1$, if $d=2$ and $k=2$. The main reason why it fails is that "having piercing number at most $2$" is not a Helly-type property.
Let $m$ be a positive integer and consider a set $S$ of $2m+1$ points in the plane in convex position. The family $\mathcal{F}$ is formed by taking the convex hull of any $(m+1)$-tuple of points of $S$. This set is known to have piercing number three (it is used to construct large families of convex sets in the plane satisfying the $(4,3)$ property with piercing number three).
However, if we take any six sets in $\mathcal{F}$, we are using $6n+6 > 3(2n+1)$ points of $S$. Thus, there are four of them which have a point of intersection. The other two sets are using $2n+2 >2n+1$ points of $S$, so they intersect. Thus $\alpha' = 1$ for this example, but $\beta' \le \left({\binom{2m+1}{m+1}-1}\right)/{\binom{2m+1}{m+1}}$.
Your conjecture might be saved by asking to find a set of size $\lfloor \beta' n \rfloor$ with piercing number at most $k$ instead of $\beta' n$. In the example above I do not know if it is always possible to remove one of the sets so that the piercing number of the resulting family is two.