Why does helium exist only as single atoms?

Helium, He.

Helium is something known as a "Noble - Gas". It means that these elements have already achieved what every other element strives for, a full Valence Shell. Since Helium has already achieved this, it will not react (there are exceptions, but that's not important). An un-reactive element is called "inert". And Helium is inert, and will not exist as anything but a single atom.