Where does the helium go?

The fusion of hydrogen to helium occurs only in the sun's core (about 1/5 to 1/4 of the sun's diameter). That's the only region where the temperature and pressure are high enough to sustain fusion. When fusion takes place, the excess energy is carried outward in the form of photons and neutrinos; but the helium nuclei remain in the core. In fact, they sink farther in, because they're heavier than the surrounding hydrogen nuclei.

EDIT:

> "Do you state that helium atoms may transition the Event Horizon of a continuous thermonuclear furnace because they are heavier than the hydrogen within?"

Not sure what "Event Horizon" means in this context. What I mean is that there's a region (near the core) which is hydrogen-rich and which has sufficiently high temps and pressure to support fusion. As fusion occurs, the resulting helium responds to gravity, and gradually makes its way closer to the sun's center (through a circuitous route of many intermediate random collisions).

Stars fuse hydrogen into helium, most of which remains with the star due to gravity. A small amount of helium will leave the star. (For the Sun, this is referred to as the solar wind.) If a star goes nova, then the accumulated helium (and heavier elements, depending on the star) are then released.

In the solar system, helium is light enough that it tends to diffuse out of the atmosphere of the smaller planets. Some leaves the Sun via the solar wind, but that's pretty diffuse, and the smaller planets can't capture it because it would just diffuse away again.

The helium that the inner planets have came from older stars that have gone nova, and provide the material that makes up the solar system.

The helium is still in the sun... When two hydrogen's get hit together they don't immediately get shot away. The sun's gravity still pulls on them just like everything else in the solar system.

Besides, helium is much too light to be in the atmosphere of any inner planet. It's only found in the outer planets, like expected. Earth's helium comes entirely from the alpha decay of heavy metals.

This is the composition of the Sun by mass:

Hydrogen 73.46%

Helium 24.85%

Oxygen 0.77%

Carbon 0.29%

Iron 0.16%

Neon 0.12%

Nitrogen 0.09%

Silicon 0.07%

Magnesium 0.05%

Sulfur 0.04%

When hydrogen is converted to helium, it remains in the sun. I suppose over time, the hydrogen concentration slowly decreases while the helium concentration slowly increases. When the sun runs out of hydrogen, the sun would stop producing energy.