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.