Helium was discovered on the Sun first. It is named for Helios, the Greek word for Sun. The man who discovered it was given a lot of grief at first for his extraterrestrial find. Late on by crushing uranium bearing rocks tiny quantities were released . The great race to liquify Helium was often hampered by how difficult it was to obtain. Somewhat funny for an element that is the second most abundant element in the Universe.
It wasn’t practical to go to the sun to get helium—too far away.