Every helium balloon you release is gone for good: helium escapes Earth into space.
Helium is so light that Earth's gravity cannot hold on to it. Once it reaches the upper atmosphere it drifts away, and there is no natural process on Earth that makes more of it in useful amounts.
Why is this true?
The helium we use comes from natural gas deposits, where it accumulated over millions of years from radioactive decay. It is essential for MRI scanners and rocket fuel systems, which is why scientists dislike seeing it used in party balloons.
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Science and nature supply facts that feel like they break the rules until you see the mechanism. Hot water freezing before cold, glass that flows, lightning hotter than the surface of the Sun. Each entry keeps the physics or chemistry short and readable, states plainly where the effect is still debated, and links to a source for anyone who wants the full derivation rather than the headline.