The other answers are right, technically. As they say, what's in it is energy, or hydrocarbons, or whatever you want to call them. Burnable stuff. Unfortunately, the first two laws of thermodynamics tell us that artificially putting energy into a substance would take more energy than you'd get out, so it couldn't possibly be profitable [which, as an aside, is why hydrogen fuel cells are just batteries, not power sources].
But plants put energy into things for us, from the sun, for free, naturally. So people have made them into biofuels.
But most of us don't run our cars on biofuels. So that doesn't really answer the implied question, does it? Which is, why are we still getting it from the ground?
What's missing is volume.
A hundred years ago, there was enough molasses being manufactured in one vat of one factory in Boston to create a tidal wave large enough to kill 21 people:
Imagine how incredibly much more corn syrup there must be nowadays, now that it's in freaking everything.
Something similar happened at around the same time, with the London Beer Flood drowning eight people, and destroying two homes.
Imagine how much more we must drink nowadays! Unimaginable amounts. Add to that beer, all the tea, soda, bottled water, milk, etc.
Now imagine for a moment that these substances were not made almost entirely of water. That they were made only of their concentrated syrup, but in the same volume. Would it be possible to produce any of these artificially, in that volume? No. We're at about our production limits already.
Even with watering down, let's look at the prices. March 2016, average US prices for a gallon of:
$1.96 Unleaded regular.
$2.20 Kool-Aid, Lemonade from concentrate:
$2.37 Soda (2l/$1.25 budget deal)
$3.60 Hot Chocolate from powder (am drinking this now!)
$10.50 Homebrew beer from a kit.
All of these things, even watered down about 90%, even with me cherry-picking the cheapest prices I could find in a quick search, are more expensive than our fuel.
And yet, gasoline production utterly dwarfs them, even all added together.
Obligatory XKCD image:
[[Side note: a puddle the size of these pipes, about 1mm deep, is how much each person uses up each day on average.]]
Volume is the secret sauce. Volume is why petroleum/gasoline is the only liquid other than water that gets piped around the country rather than trucked. And volume is why we cannot produce car fuel artificially.
And while efforts are being made, these will mostly end up being used in power stations, generators, airline fuel, and home heating, as electric cars will make the internal combustion engine obsolete in a few years anyway.