Because a star like ours has a power density of a compost pile. You can run a generator from one, but you need a LOT of it to get any appreciable power. Ludicrous amounts, really.

Thankfully for the viability of fusion, reactions scale with temperature to the 4th power (iirc), so you get 10000x higher power density by running things at 10x the temperature. Since the containment difficulty goes up at a far slower rate than this, it makes higher temperatures both more space efficient and power efficient, and eventually lets you extract more energy from the fusion reactions than you're spending on magnetic containment.

It's not about temperature, it's about pressure. The only way to achieve the pressure needed for fusion on earth is to heat up the plasma much hotter than the sun.

From my understanding, stars get to cheat to get a lot of pressure by just being really big, whereas we have to do it with lots of fancy techniques

The sun has a power output per volume of a compost. Quite literally.

We need more :-)

Edit: Saw another comment explaining this now. The sun is really very slow. But it has been around for billions of years.

They have nowhere near the density needed to do stellar levels of fusion. You need energy \times time \times areal density. For example, the inertial confinement fusion folks do very high densities but interactions that last for much less than a second.

The sun has a lot of material and thus a lot of gravity and pressure.