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.

The earth has plenty enough gravity to hold down helium. It's the rest of the atmosphere, being denser and heavier than helium, that counteracts earths gravity and forces it up to the top where solar winds dislodge it.

Helium on the moon is much more interesting than helium on the earth.

Most of the helium on the Earth is from radioactive decay.

The helium on the moon, however, is from capture from solar wind... and has a higher concentration of helium 3. https://www.esa.int/Enabling_Support/Preparing_for_the_Futur...