Here's why:

* Formation: Helium is created through the radioactive decay of uranium and thorium, which are found in rocks deep underground.

* Natural Gas Trapping: These rocks often trap natural gas, and helium, being an inert gas, gets trapped along with it.

* Concentration: While helium is a very small component of natural gas (usually less than 1%), it's still the most common source.

It's important to note that the Earth's atmosphere also contains helium, but at a much lower concentration. However, atmospheric helium is constantly escaping into space due to its low density and gravitational pull.