Like gold in beach sand.

It's everywhere. But extracting it is expensive and not very economical.

There's more water in the air than helium.

In the air? That's the one place you can't find helium. The earth doesn't have enough gravity to hold it down; if it gets into the air, it escapes into space.

Any helium we have comes from underground, which is why you can see discussion of "mining" helium upthread.

Or the moon, or Uranus