Stars have to have enough mass to have enough gravity to start and sustain a nuclear reaction that constantly blasts energy out in all directions. This limits just how energy-dense they can get. What they lack there, they make up for in size and lifespan.

We can make sustained nuclear reactions in much less space using engineered pressure instead of gravity, so that skews the energy density ratio.

Fusion only happens in the Sun due to incredibly rare quantum tunnelling events. That is why the sun can burn for billions of years. It takes a long time for the energy generated to reach the surface and escape, that is why the sun has a high temperature.

IIRC fusion reactors on earth use magnetic confinement to raise the temperature much higher than the sun's interior for a much higher rate of fusion reactions. I'm sure someone will be along to correct me if I got that wrong. ;0)

The Sun uses gravity, due to its mass, for fusion containment. Fusion reactors on Earth use electromagnetic containment.