Redirecting "if entry is not defined" returns 404 instead
The reason you're getting a 404 is because Craft isn't even hitting your help/_entry.html template. Because there's no entry matching the URI /help/asdf, the template will never render and the request will go straight to 404.

The solution is to create a dynamic route matching your section's URL format (i.e. help/&lt;slug&gt;), and point it to the same template.

This works, because whenever Craft can't match a URI to an entry or category, it'll then try to render any dynamic route matching the URI's format (for a deeper understanding of how Craft manages routes and requests, I'd recommend looking at the the official docs' page on routing).