1. Ions in the plasma need to interact with each other for enough fusion reactions to occur. For this to happen, the plasma needs to be somewhat dense and the temperature needs to be very high. If the plasma escapes, the temperature and densities fall off rapidly, and the nuclear fusion rate drops quickly. (Nuclear fusion has an incredibly steep temperature dependence --- the triple alpha process, for instance, goes as T^28 or something like that).
2. When the plasma escapes, it interacts with whatever is containing it and can destroy it very quickly.
But I'm an astrophysicist, not a nuclear physicist, so I could very well be wrong. Plasma confinement is much easier in stars. Just let the gravity do the work for you. :)