There are other sources of energy. With helium, once it's gone, there's nothing to replace it.
Funnily enough that seems to be the same idea for petroleum. :)
We risk running out of cheap helium. But if you are willing to pay infinite money there is near-infinite helium
Maybe with a couple hundred more years of technological development...
Our moon itself is said to have ~1M tons of very valuable Helium-3 in surface deposits, but even that's nigh impossible to harvest commercially right now.