Indeed: why? I suspect the answer is likely to be something worryingly banal, like "we're in debt" (or, "private interest knows a guy who wants to make some money"). Economies run on state-sponsored usury don't tend to last.
wikipedia has the answers. tl;dr it sounds like both of those things: the reserve was in debt and was depressing the market for helium.
A public service (which is what a federal stockpile IS) cannot be in dept.
Can't wait until "fiscal responsibility" types are trying to sell off the justice department to the highest bidder because it "is in debt"
but that's different to being in debt. a public service can absolutely be in debt. it's given a budget, and if it fails to operate within that budget it goes into debt. that might mean the budget is too low, but there's always a point where a service is no longer worth the budget it would take to keep it operating. (not making a judgement on the helium reserve - i really have no context for how necessary or useful it is)