I also tried with spline but it didn't work , if feel the helical curve and exit curve should be tangent , but question is how can we draw tangent to helical curve
In that case, you'll have to create a 3D curve, there are many ways to create those.
For example, create points, and then create curves through points in 3d. Start with a point at the end of the helical curve and add a axis for a tangential reference.
Alternatively, extrude the exit curve to a surface and use this as project surface for a second sketched curve.
Or, take your exit curve and create a second one perpendicular to the first and tangent to the helical curve, then use Intersect.
It's hard to tell without knowing the runout geometry of the helical curve.