The easy answer is that it goes into space. As you already know, helium escapes the atmosphere, but what exactly does that mean? Helium, along with hydrogen, are the lightest elements (and thus the lightest gases). read more
After it escapes the atmosphere the helium atoms will be impacted by the solar wind, which flows past the earth constantly. Since the solar wind flows away from the sun, the helium atoms will be swept further and further out, eventually completely leaving the solar system. read more
Yes, helium can leave the Earth, and yes, we will run out of helium, but because of different reasons. When you buy a helium balloon and its contents get released, this helium goes into the atmosphere. It isn't gone, and it could in principle be purified out of normal air. read more
Atmospheric escape is the loss of planetary atmospheric gases to outer space. A number of different mechanisms can be responsible for atmospheric escape, operating at different time scales; the most prominent is Jeans Escape, named after British astronomer Sir James Jeans, who described the process of atmospheric loss to the molecular kinetic energy. read more