Why does helium-3 stay in the moon and not escape from it?
The Moon is not "full" of helium-3. 3He is at most fifty parts per billion of the lunar regolith1 and that "high" concentration pertains only to permanently shadowed craters. The Moon is bombarded by a steady stream of helium-3 while sunlit. Some of this incoming helium-3 is temporarily embedded in the lunar regolith. Without this steady supply, the helium-3 content would dissipate at a temperature-dependent rate proportional to the amount of helium-3 in the lunar regolith.

The quantity $q(t)$ of in a cubic meter of lunar regolith is thus dictated by a simple differential equation, $\dot q(t) = \alpha(t) - \beta(T)q(t)$. Time averaging the bombardment and escape rates yields $\dot {\bar q}(t) = \bar{\alpha} - \beta(\bar T)q(t)$. This differential equation yields a steady state value of $\bar q = \bar{\alpha}/\beta(\bar T)$.


1 Cooks, "3He in permanently shadowed lunar polar surfaces", Icarus, 206:2 778-779 (2010).