Distribution of Stars in Milky Way and globular cluster analogy
Particles in a gas approximate to point-like objects that interact roughly elastically through short-range forces when they collide, but are otherwise non-interacting.

Stars interact gravitationally over long ranges, occasionally with each other, but always with the overall gravitational potential of the system.

Sometimes people do talk thermodynamically about star clusters. You can discuss the "temperature" of stars when you are referring to the velocity dispersion in a cluster. The concept of heating or cooling a cluster also has some merit.