The blast chamber that you chuck nuclear weapons in is not a good analogy, I suspect we don't know how to build such a thing that has a net positive energy yield when you factor in how much energy it takes to build a thermonuclear weapon and the terrible thermal efficiency such a contraption would have. Inertial confinement fusion is basically a more manageable version of this idea and we still haven't hit breakeven there. Magnetic confinement fusion is widely believed to be the more viable path to commercial fusion energy anyway. Right now fusion is largely a game of chasing margins to get things efficient enough that first the plasma is self sustaining (ignition) and then second yields a net positive of energy. ITER or its successor will hopefully achieve the first goal (ITER was originally supposed to but is no longer targeting full ignition, at least initially), then hitting the second goal is what will be needed to be practical as a power source.

Also, just to add to your point there are (basically) continuously fueled fission reactors, see e.g. CANDU as well as some more exotic actually continuously fueled designs that use liquid fuels. Continuously fueled designs would probably be more desirable if they weren't such a proliferation concern but that's a different story.

Wait, are you saying we know how to build a World Wonder that produces infinite energy, but we’re not doing it? What’ll we do if Ghandi builds it first?

Because we don't have enough energy demand to make it worthwhile. Even if we had enough money (and political will) to fund it, we'd be better off spending it on a space elevator, since we can actually use that enough to cover the costs.

With the only issue being that we don’t actually know how to build a working space elevator yet. Last I heard anyway.