Helium is not very soluble in liquid methane. Some will dissolve, but unless the He concentration was very low I don't think it's going to all or even mostly dissolve.

Also, LNG typically undergoes a step where dissolved nitrogen (which is typically several percent of natural gas) is flashed to vapor. Helium is less soluble than nitrogen in LNG, so the helium will be flashed off also. There's then the problem of separating the helium and nitrogen, but presumably that's an easier problem.