Here's why:
* Helium is a very light element. It has a low molecular weight and is very difficult to hold onto by Earth's gravity. Any helium that was present in the early Earth's atmosphere has long since escaped into space.
* Other gases in the atmosphere like nitrogen, oxygen, argon, and carbon dioxide are heavier and are held in place by gravity.
While trace amounts of helium can be found in the atmosphere, it's not present in significant quantities.