According to The Guardian, scientists working at research facilities wants to conserve the gas to themselves cause they need it to conduct various important studies. They've said that many research facilities may have to "reduce operations or close" just because we're wasting all that precious helium on stuff like blowing up party balloons and making funny voices: 
"It costs £30,000 a day to operate our neutron beams, but for three days we had no helium to run our experiments on those beams," said [researcher Oleg] Kirichek. "In other words we wasted £90,000 because we couldn't get any helium. Yet we put the stuff into party balloons and let them float off into the upper atmosphere, or we use it to make our voices go squeaky for a laugh. It is very, very stupid. It makes me really angry."
As to why is helium is so important in the world of science:
Helium is an inert gas that does not react with other chemicals and is therefore safe to handle. It is important to science because, even at incredibly low temperatures, it does not solidify and so can be used, in liquid form, to run super-cool refrigerators, a vital resource for scientists working in many fields.
One professor at Cornell University even went as far as suggesting that we solve this world shortage by charging more realistic prices for party balloons. And by realistic, we mean he wants to charge about $100 for a single balloon!
"We are squandering an irreplaceable resource," he says. He's right: Only Hydrogen is more abundant in the universe than helium, but helium exists mainly in lunar soil. Scientists say that existing supplies "remain uncertain," and we may have to one day "build mines on the moon to supply us with helium."
Holy crap! It won't be long now until a black market for helium start cropping up all over the globe.