Point of order ... space (vacuum) is a notoriously poor heat sink to dump thermal loads into.
Just a reminder.
Actually, the helium would be useful for a variety of things, including thermal transfer. Heat the helium up and dump it overboard.
High energy uses of this sort of thing would amount to HEPlaR maneuver drive types of reaction thrust propellant gas applications.
Low energy uses of this sort of thing would functionally be a means of waste heat rejection out of the craft (via venting of helium).
And let's not forget that helium has its uses as a refrigerant working fluid for things that need to be kept cold.
So although the helium would "not be useful" in the power plant for fusion reactions, there are plenty of OTHER uses that skimmed helium could be put to if it can be separated out from gas giant atmospheric gases by a refining process onboard. Have engineering, will travel(ler).