This is a good question. I believe there are a few reasons why we don't see this reaction occur in nature. First of all, most of the hydrogen in nature is already bound to other chemicals (either in water or something else). We don't see much free H₂ because it is light enough to escape the Earth's gravitational pull. Furthermore, to get free H₂ from the compounds where H's are "embedded" would require some kind of activation energy, which, depending on which compound it is coming from, could be high enough to make the overall set of reactions non-spontaneous.

Now, say we did have free H₂ and O₂ that we could combine in a chamber. It still would not react without the necessary activation energy (e.g. from lightning). I think a point of confusion for many of us as we learn chemistry is that just because a reaction is spontaneous doesn't mean that it will happen. Spontaneity corresponds to a -∆G(change in Gibbs Free Energy) for the reaction.

However, there are reactions with negative ∆G that would take the age of the universe to occur (not our case, but others), because the activation energy required for the reaction to occur is simply too high. I hope this helps.