No Stupid Questions

This can be done, it's called nuclear fusion and the sun does it constantly. The practical limitation is, largely, overcoming the electrostatic force.

Basically, because the atoms are similarly charged, squeezing them together is like trying to push together the North sides of two magnets: they repel each other. It takes a massive amount of energy to squeeze them together hard enough to overcome that repulsion, fortunately the sun has enough energy to do this fairly easily. It is much more difficult for humans to do.

Do I look like a fucking star?

Because you need the concentrated gravity of the sun to do this. Otherwise the electromagnetic force between the positively charged protons will keep them from sticking together.

Good news: This actually "creates" energy because helium is slightly lighter than two hydrogens. Look at the sun, that's how it sends us all the nice sunshine.

Bad news: You need more energy to actually push them together.

But we're trying to get there. That's what all the fusion reactors are supposed to do. We'll probably get it to work in about 50 years.

Fun fact: pretty much all the helium we have access to comes from alpha decay of heavier atoms, such as natural uranium. An alpha radiation particle is just a "naked" and fast moving helium nucleus. (Missing the electrons.) When this happens deep in the earth, it quickly runs into something, stops moving, and picks up some electrons to make it helium, which can accumulate in certain rocks.

Takes stupid amounts of energy. That's why we get so much energy from nuclear power.

In addition to everything else mentioned, in your scenario, you would also need to pull 2 neutrons from somewhere. A helium nucleus has 2 protons and 2 neutrons, but each H nucleus (generally) is just 1 proton. The 2 neutrons are critical in holding nuclei together.

Congratulations, you've invented fusion.

Because atoms have feelings and if you force them together they might just blow up and nobody wants to deal with the fallout.

Because it takes a real lot of energy. Like a real lot of it. We’re currently trying to do that in a controlled form in ITER which is still getting built

Others have already mentioned that this is fusion. But the fact that any nucleus with more than two protons exists at all is interesting. E=mc^2 is a well known equation, but not many people understand it's practical application. If you shove 2 protons and 2 neutrons together to form Helium, the resulting nucleus weighs less than it's constituent pieces. Where'd the lost mass go? It turned into binding energy. The energy necessary to force two positively charged protons to hang out together without flying apart. And this is part of the energy input necessary to fusion things. Conversely, when we break Uranium apart we get a lot of energy. For the same reasons. Which is how current fission reactors work.

If you really find this stuff interesting do some googling related to fission, fusion, mass defect, and binding energy.

You iust described nuclear fusion. We haven't managed to figure out how to do it in a cost effective way yet.

"Squeezing" doing a lot of heavy lifti--er, squeezing

The forces within an atom are very strong and complex. We can create fission chain reactions in some very radioactive elements, and we can fuse some small elements, but the amounts of such reactions we can produce is pretty restricted. Beside, a particule that exits an atom will leave at a high speed, and it's impossible to reliably know where it goes because of the rules of quantum physics, so it's not like you can just take a proton and leave it in a box to reuse later. What we can use is the energy produced by the fission, and that's what nuclear plants do.

Its just hard for us. Not hard at all for a sun, which makes up a far greater proportion of observable matter than what exists at 'our' temperature/ gravity. Even then, gasses make up an even larger proportion of observable matter.

So a counter way of asking the same question might be "Why is it so hard to not undergo nuclear fusion?" or "Why is it so hard to not be gas?". Even further, the observable stuff is practically nothing compared to the relatively unobservable stuff. So maybe the question could be "Why is it so hard to not be dark matter/ energy?"

Just something to consider in the framing of your question Fat Tony, is that you are asking it from your perspective, and there are assumptions baked into the view you have of the universe because of your position. If you were a neutrino, or a star, or some gas in the milky way, you might consider things very differently

Atoms in a stable state are very strong and it would take incredible amounts of energy to pull them apart

Because of this:

The opposite is taking protons out of atoms, aka radioactive decay.