All atoms are difficult to synthesize (e.g. create by breaking other atoms or squishing together particles).
Helium has some very unique qualities: first it is the second-smallest atom (smallest is Hydrogen), so the only way we could build it is by hydrogen fusion. Very costly. We can make it from splitting bigger atoms it by fission, but usually since we start with atoms that are very much bigger and break them into two smaller atoms, we don’t get helium, we get two other bigger atoms instead. Even if we get helium, this is practically as expensive as hydrogen fission.
Second, atoms bind with other atoms to form compounds, but only when they can “share” electrons. Oxygen is missing two electrons, and hydrogen has an extra electron, so one oxygen and two hydrogen can bond together to form water. Atoms and electrons are like condos with cars and parking spaces. Just like it’s hard to visit if you can’t park your car, atoms can’t bond together unless there are electrons without parking spaces, bonding with parking spaces without electrons. Hydrogen has two “parking spaces” for its electrons, and two electrons. While some atoms can metaphorically walk to visit and form other types of bonds, helium almost never does, and then, not for long. It is *VERY* antisocial. Its cars never leave their driveways, and nobody else’s cars have room to visit. We can only expect to find helium on it is own.
Third, it is very small. And it is slippery (because it doesn’t bond to anything). This means it can slip in between cracks between molecules. We use this feature to extract it from petroleum because it leaks out of glass tubes but the bigger petroleum molecules don’t. Unfortunately this also means that most of earth’s helium is either trapped deep under ground where it hasn’t yet leaked out, or it’s up in the atmosphere.
Fourth, it is very light. So if a bigger molecule bumps into it, it gets kicked away faster. Our atmosphere is full of gas molecules which are bumping and jostling each other and going in all kinds of different directions. Sooner or later something bumps into a helium atom and instead of sending it flying “down” towards earth, it gets sent flying up into outer space. Gravity will pull it back down, but sometimes it gets bumped fast enough that gravity can’t pull it back… so-called “escape velocity”, and earth loses that helium atom forever. Sometimes earth’s gravity attracts helium molecules escaping from the sun, but we lose more than we trap. When helium gets up into the air, sooner or later it’s gone.
These four factors make helium a sort of “fixed” supply. There is lots of it underground that hasn’t filtered out, there’s some in the water and some in the air. We can extract it, but it gets more and more expensive. The easiest way is that as it’s making its way out of the stuff in the ground it ends up with other gas in petroleum. We can extract it from petroleum very easily by using its small slippery nature: put the gas + helium in glass tubes, collect helium from the outside of the tubes as it escapes through the glass.
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