Since a fusion or fission reactor is a source of thermal energy, and the power density there does not include the volume of external heat exchangers or turbines, the proper comparison is to the COMBUSTOR of a gas turbine. Gas turbine combustors have thermal power densities of 100 MW/m^3 or higher, some five times the power density of a PWR primary reactor vessel and 2000x the power density of ITER.
Gas turbines also have large advantages in the rest of the plant, though. Fusion plants or PWRs will require at least two sets of heat exchangers (one for transfering heat to the external cooling water, and one for isolating the nuclear coolant from the fluid going through the turbines). Simple cycle gas turbines (without regeneration) don't require any heat exchangers, and combined cycle plants get most of their power from the topping cycle, so the heat exchangers on the bottoming cycle are smaller.
The cost of a simple cycle turbine power plant is around $400/W, maybe 5% of the capital cost of a fission power plant.