Helium is produced by the radioactive decay of primordial uranium and thorium. It should not be strongly associated with non-primordial 'fossil' hydrocarbons.

The first statement is correct. The second is not. There are several reasons that helium should be strongly associated with non-primordial hydrocarbons. Both are fluids found predominately in the crust due to the highly lithophilic nature of uranium and thorium in the case of helium and the fossil origin in the case of hydrocarbons. Being a gas, helium is somewhat soluble in hydrocarbons. Like most gases, helium solubility in hydrocarbons increases with pressure. Unlike many gases, helium solubility in hydrocarbons increases with temperature.

Trapped hydrocarbons thusly act as a trap for helium. In places where hydrocarbons aren't present, helium might be trapped by some capping rock, or it might escape through the tiniest of pores. As the smallest gas (even molecular hydrogen is larger), helium is wont to find a way to escape to the surface -- unless temporarily trapped by a trapped liquid.

Extracting the He from natural gas sources is easy: it's relatively concentrated, and we're drilling the thing anyway to get the gas out. Might as well get any by-products that are there, one of them being He. This is just like extracting indium from zinc ores, or extracting rhenium from molybdenum ores. We don't have indium mines or rhenium mines, they're extracted as by-products from other deposits.