Do you mean He? H2 is Hydrogen gas which is a different element.

I thought we had a limited supply of helium on the planet, seems strange that it just be left go, too expensive to retain?

Helium: A byproduct of the natural gas industry

https://geology.com/articles/helium/

Very little helium is present in Earth's atmosphere. It is such a light element that Earth's gravity cannot hold it. When present at Earth's surface, unconfined helium immediately begins rising until it escapes the planet. That's why party balloons rise!

The helium that is produced commercially is obtained from the ground. Some natural gas fields have enough helium mingled with the gas that it can be extracted at an economical cost. A few fields in the United States contain over 7% helium by volume. Companies that drill for natural gas in these areas produce the natural gas, process it and remove the helium as a byproduct.

Most of the helium that is removed from natural gas is thought to form from radioactive decay of uranium and thorium in granitoid rocks of Earth's continental crust. As a very light gas, it is buoyant and seeks to move upward as soon as it forms.

It's a decay product of uranium. IIRC it was discovered by putting some uranium ore in an upside down glass completely filled with water and noticing that over time gas accumulated at "top."

So it's limited and escapes the earths gravity well when vented to the atmosphere but we're unlikely to actually run out any time soon.

Helium was first detected in 1868 as spectral lines in the Sun which matched no known element on Earth. Hence "helium", from "helios", for the Sun.

The element was first encountered on Earth as a decay product from uranium, as you describe, in 1995, and found to match the earlier spectral line.

It is still on the planet, just at a different altitude.

*He, typo!