i mean, they can run the plasma through some magnetic fields…

But it’s less efficient that boiling water.

why not do both? get both efficiencies

That’s the most common proposal for MHD generators - once it goes thru the MHD proper you use the waste heat to drive a conventional powerplant. Unfortunately MHD requires the production of plasma to be effective, and plasma just does not like to exist, so the engineering practicalities make it… unlikely to ever be even remotely viable outside of incredibly niche applications (although non-plasma MHD has been studied, and I believe there are even some human trials, to power implants in the body like pacemakers and I remember reading about nervous-interface devices in mice that used arterial MHD on to generate the microcurrent needed)