Answer
In the atmosphere, species of gas molecules are mixed, which means they have the same temperature. This means they have the same average translational kinetic energy per molecule.
$KE = \frac{1}{2} mv^{2}$.
Helium molecules must have a higher average speed than heavier molecules (e.g., oxygen, carbon dioxide) to have the same average kinetic energy per molecule. Their average speed exceeds Earth's escape speed, and they eventually fly off into space.