No that is false.

While it is true that helium escapes from the atmosphere, it is also produced continuously in the Earth's crust.

Thus there is an equilibrium concentration of helium in air, from generation and loss, and it is greater than for the heavier noble gases krypton and xenon, which do not escape from the atmosphere.

So there is more helium in air than krypton and xenon, which are nonetheless extracted from air, despite their low concentration. However, their extraction from air is easier than for helium, because when liquid air is evaporated the lighter and more abundant gases evaporate first and krypton and xenon remain in the small liquid residuum.