Life requires a stable environment in which persistent structures can be maintained over long periods of time. High temperatures are inimical to that. This is why we live in a part of the universe where temperatures rarely rise much above a few hundred degrees Kelvin. Above that most complex chemical structures break down.
Even more fundamentally, a life form needs to be able to pump entropy out more quickly than it comes in, no matter what its substrate is. With all that heat and light and magnetic fields running around and pressing in on any conceivable life form living in the sun, there's no way it could possibly pump it out fast enough.
With that analysis you don't have to get into the weeds of what exactly plasma and magnetic fields might theoretically be able to cohere into and whether it may be able to be life someday... it doesn't matter. There's no way sun life can pump out the entropy fast enough no matter what.
(On the flip side, one can imagine some form of nebula, gas-cloud life, but they would have to be so slow that there's no chance any of it could evolve into anything terribly complicated in the life time of the universe. If we ever did find some it would double as proof that there must have been some other life form that created it.)
