In nuclear fission, you don't do all the work to split each nuclei
every time. You set things up in a clever way so there is a chain
reaction. Previously split nuclei cause other nuclei to split.
Yup, very handy.
For nuclear fusion, it seems like you are doing all the work to make
the atoms fuse each and every time. There is no chain reaction and you
aren't letting just allowing nature to take its course.
No, there is something analogous to a chain reaction in fusion as well.
In the D-T reaction, and most of the others being studied for fusion reactors, an alpha particle is released along with a high-energy neutron. The neutron, being neutral, is basically invisible to the fuel and leaves, taking its energy with it. But the alpha has an electrical charge, which makes it very much visible to the fuel.
There are two main approaches to fusion energy, magnetic and inertial.
In the magnetic approach, the alpha is subject to the same magnetic fields that are confining the fuel. The alphas stay in the mix, bumping into the fuel ions and slowly depositing their energy into them. Thus the alphas heat the fuel up. As you increase the rate of fusion in the fuel, the rate of heating from these alphas also increases. There is a point where the alpha heating is equal to the energy losses from the neutrons and various other issues (radiation losses, leaking fuel, etc.)
This point is known as "ignition", and it is very much like the chain reaction in fission. As long as you can maintain those conditions, the plasma will continue to "burn" on its own without you having to add more energy. The difference is that fusion requires temperatures around 100 to 150 million K to work, whereas fission works fine at room temperature.
In the inertial approach, the mechanism is different but the outcome is the same. In this case, the fuel is compressed to super-high densities, about 100 times that of lead. In these conditions the alpha's charge interacts with the many ions around them, rapidly slowing them down and depositing their energy into the fuel. There is also a second mechanism working against you; the heat of these reactions causes the fuel to heat up and expand, which it does at very high speeds, so the fuel tends to blow itself apart.
NIF recently announced that it had achieved ignition. However, the total amount of energy released was small. This is due to that second effect, the fuel mass blew apart before the reaction got very far. But, for a brief instant, there was a fusion chain reaction going on. The goal is to make this time last longer, using more massive fuel capsules for instance, or using additional laser energy to keep it together longer. Time will tell.