Why does nuclear fusion occur naturally in stars but not on earth?

This is because the earth isn't a star and instead a planet. For fusion to occur on Earth, you need a temperature of at least 100 million degrees Celsius-six times hotter than the core of the sun. Currently, here on Earth the amount of energy you'd need to put in to produce that kind of heat or pressure is much, much higher than what you get out in usable energy.