The problem is that there is a huge potential barrier for the fusion of two protons due to their electrostatic repulsion, and this makes fusion an extremely low probability process. Even in the extreme conditions in the core of the Sun proton fusion is exceedingly slow - this is discussed in https://physics.stackexchange.com/questions/130231/why-does-the-suns-or-other-stars-nuclear-reaction-not-use-up-all-its-fuel.

As Anna mentions, we can do the reaction in accelerators because even a small accelerator can easily punch through the potential barrier, though whether this counts as fusion is debatable. The Sun has only its thermal energy available and this is far smaller than the potential barrier.