If we as a species develop enough to be able to electrolyze a significant enough portion of all of Earth's water for this problem to arise, it's almost a given

If we as a species develop enough to be able to electrolyze a significant enough portion of all of Earth's water for this problem to arise, it's almost a given that we have developed technologies that no longer require us to stay on Earth. Plus hydrogen chemistry, as others have mentioned, will stop at least 99% of the losses you propose simply by reoxidizing in the presence of free oxygen. Helium is inert and doesn't react, therefore is much more likely to be lost to diffusion.