> with some small number of notable exceptions like helium
Helium is one of the not-exceptions. Helium gets trapped in the same pockets as natural gas and we get it by separating it, which is an energy-intensive process, which in turn means that we don't do it for the vast majority of natural gas that gets extracted. If energy was cheaper then it would be viable to separate more of it.
Pedantically speaking, a Farnsworth Fusor makes it from hydrogen and electricity. Not in useful quantities.
That's the well known fusion reactor design that can be built by motivated high school students. Basically just accelerates hydrogen ions towards the center of a low pressure chamber using an electric field. Dead end for fusion power, but it does fuse!