Lighter gas molecule velocities have a higher average velocity than heavier ones. All gas molecules will leave the earth's atmosphere at a finite rate, but it's (roughly speaking) negligible for nitrogen and heavier things, molecular weight 24, and quite hefty for helium, molecular weight 4.
Helium nuclei and alpha particles are the same thing. Any radioactive substance which undergoes alha decay is spitting out helium nuclei, which quickly pick up a couple of loose electrons and become helium atoms.
as bert says on earth most of the Helium is in fact the result of alpha decay. On a galactic scale helium is produced in stars. Yes helium leaves the atmosphere but that's not the only element.
If you look up 'ablation', particularly with regard to what happened to Mars' atmosphere, then you will understand that, if earth lost the protection provided by its internal magnetic field then other gases would start to be lost as well. Mars' atmosphere, at ground level, is as thin as our atmosphere at 10,000 feet - roughly the point where you'd need to weak an oxygen mask.
Hypo, the English Electric Lightning manged to get to about 93,000 feet just using jet engines and several later jets have passed 100,000 feet so space begins wherever your wallet or publicity machine dictates.
Hypognosis, wherever did you get your mis-information from? The escape rate of gases from the upper atmosphere is governed by simple energy equations which do not contain any terms dependent on the earth's magnetic field. Perhaps if we lost the magnetic field for a long time, and the extra incident solar energy heated everything up, that would change the temperature-dependent parts of the equations. But there's no direct connection between the magnetic field strength and the gas escape rates.
I gathered that it is earth's magnetic field which deflects the solar wind and the solar wind is what causes atmospheric ablation. Kinetic-energy based escapes would be a tiny trickle in comparison.
It is hypothesised that Mars' iron core cooled and solidified prematurely, perhaps due to low abundance of radioactive elements. This meant it lost the bulk of its magnetic field and its remaining magnetosphere was not sufficient to protect it from the effect of solar wind.
The roving probes are finding what appear to be sedimentary rock layers, suggesting it once had oceans. We can only assume these all evaporated and were lost to space. A planet no longer amenable to terraforming, sadly.
but I'm sleep-deprived and will have to read that one later.
I can't say for certain what my source of mis-information was at the moment. The '10,000 feet' pressure-altitude thing was probably from Sky at Night, circa 1980s/90s but, thankfully, jomifl was able to correct that, being more up to date.