What you are saying is that helium is not gravitationally bound to Earth. That is correct.
But even if it were, it would not make any difference. Any gas that leaks in the atmosphere is economically lost. Take Neon. I just googled and found out that liquid neon is a cryogenic refrigerant (like liquid helium). Do you think the neon lost through leaks can be recovered any more than the helium lost through leaks?