We do make water like that, as a number of other commenters have said. In fact, there’s a very specific application where we want to make water exactly like that: [in a rocket engine](https://en.wikipedia.org/wiki/Liquid_rocket_propellant#Hydrogen). Because the act of combining oxygen and hydrogen to make water is very energetic and releases a lot of heat, and because water is actually quite a light molecule and all that heat makes it easy to accelerate it, rocket engines using hydrogen and oxygen are amongst the most efficient. The most well-known examples of a ‘hydrolox’ engine are the [Space Shuttle main engines](https://en.wikipedia.org/wiki/RS-25).
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