Did you hear the part in this video where NASA is a super big user of helium? Getting helium from space and bringing it back would probably use more helium than it would gain, not to mention all the other costs in both money and resources. In general, if your plan is "lets get it from space" your plan sucks.
Getting helium from outer space is pretty hard, unless you have some means of mining directly from stellar cores.
In theory we could get a respectable amount of helium by building more nuclear reactors and capturing their alpha particles, which would also go a long way to postponing the looming energy crisis, but nobody wants nuclear power anymore.
Every time I go to a party supply store and see giant tanks of helium I just get sad.
Helium is a gas used in welding so I've been hearing about this for a long time. Everyone I tell thinks I am crazy and helium is just one of those things we can have forever. Thanks a lot you party balloon fuck nuts.