The oxygen and hydrogen forming water are not simply mixed. They are chemically combined and the product of that combination will have an entirely new set of physical and chemical properties completely different to those of the starting materials. Its called Chemistry.
It is about the energy stored in the chemical bonds. H2 has a lot of energy that is easily released; H20 does not.
When hydrogen burns, it produces water.
You will understand a lot better when you get into HS chemistry and physics.
They do have converters that separate water into gas components, Experimental units have heated houses and water, and made cars go down the road.