Noble gases (helium (He), neon (Ne), argon (Ar), krypton (Kr), xenon (Xe) and radon (Rn)) are either distilled from atmosphere, or recovered from produced Wellhead Gas in Oil and Gas wells as a rule. Neon, argon, krypton, and xenon are considered desirable (Radon is not, and often comes from decaying Uranium/Thorium in naturally occurring low grade deposits where there are near surface coals or organic rich shale, and accumulates in basements locally, forming a likely cancer risk).
Helium can and does escape the atmosphere, and primarily accumulations of it have been found in conjunction with oil and Natural Gas. The others are distilled fractionally from the atmosphere, where they are present in low concentrations.
If the Russians can distill Neon and Argon, why can't we?