Operating system Ui guidelines do not recommend the usage of the help
icon in a dialog. For example check the screenshots in the Windows
guidelines for dialogs.

Operating System UI Guidelines

Windows UI guidence
https://docs.microsoft.com/en-us/windows/apps/design/controls/dialogs-and-flyouts/dialogs

Gnome UI guidence
https://developer.gnome.org/hig/patterns/feedback/dialogs.html

Mac UI guidence
https://developer.apple.com/design/human-interface-guidelines/components/presentation/alerts/