Turns out -- no, it permanently escapes to space with the help of the solar wind
Space is at the top of the atmosphere right? That place is full of stars producing helium by the teragram.
GP ain't wrong, but the phrasing implied we'd have it closer by than it actually is.
Even if it didn't, collecting it seems wildly expensive.
The overall amount of helium in the atmosphere is still more than enough for the foreseeable future, and it could be extracted (albeit at high energy cost) by augmenting existing air separation units (ASU's). Of course natural gas wells currently provide an easier to extract source, seeing as the concentration there is way higher.