Weight / Fat loss

Where exactly is the Helium going?

Into space, mainly. It's atoms are so light that it can escape Earth's gravitational pull and be lost forever :(

Thought the USA can, and they refused to supply it to the Germans, which is why the Hindenburg and others exploded, as they had to make do with Hydrogen?

Almost - the US has helium reserves in the form of natural gas in the ground - they made it cheaper to discard helium than to recycle it so lots of scientists are very worried about the impending shortage. We can't extract it from the air and it's only created as a side effect of extreme circumstances of radioactive decay over really long periods of time or through nuclear fusion inside stars.

We'd all better treasure those funny voices while we still can ;)