The helium ~~is stolen by helium gnomes~~ escapes through the material.
Helium (and hydrogen molecules for that matter, though pure helium is monatomic since it doesn’t need other bonds) are really really small. Small enough to escape through gaps in material like latex.
Mylar balloons hold it better but even metal isn’t impervious to it.
Hydrogen molecules can actually damage solid metal to the point of failure since they’re small enough to penetrate the structure.
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