My guess is that people imagine that the high energy particle beam transforms the helium and nitrogen used to cool the magnets in radioactive gases that may be dangerous.

But the beam never colides with the gas deposits. The helium and nitrogen are used to cool the magnets that are used to bend the beam that travels inside a vacuum tube.

[And even if the beam colides with the gas deposits, I don't expect too much radioactive waste. Each particle in the beam has a lot of energy, but there are very few. This links https://public-archive.web.cern.ch/en/lhc/Facts-en.html says "trillions" ( 10^12 ?) of protons, but a glass of water has like 10^26 protons. A nuclear power plant has much more radioactive material and during normal operation produce much more collisions that can turn container radioactive.]