It’s not illegal to put gas in your car. That is a finite resource too.
The problem is not that it's finite, the problem is that by the time prices rise enough to discourage people from using it frivolously, you might already be dangerously low on it.
If there is a reasonable downside, probably no? You have a right to try to keep yourself alive, in nearly all contexts.
Helium could be made with nuclear fusion, but a 1 Gigawatt nuclear fusion plant would only produce 200kg of helium per year, so it's still not a viable path to make the quantities of helium we currently use. Current usage is almost 30 Million kg per year.