* Helium is a noble gas. Noble gases have a full outer shell of electrons, making them extremely stable and unreactive. They generally don't form chemical bonds with other elements.
* Lithium is an alkali metal. Alkali metals have one valence electron, making them highly reactive. However, this reactivity is directed towards elements that can accept their electron, forming ionic bonds.
Therefore, there's no driving force for lithium and helium to interact and form a chemical bond.