Why aren't there any clear planets/ stars?

In short, you're making a mistake of scale. No gas is truly clear. Outside of Los Angeles, the atmosphere around us seems pretty clear if we look at a nearby wall or building. But try looking at a distant mountain, and you will notice it is blue tinted from Rayleigh scattering. To some degree every gas both absorbs and scatters light. If instead of looking at a mountain a few kilometers away, you were trying to look through a high density gas giant tens of thousands of kilometers in diameter, then you would find this effect over a thousand times stronger.

You might at first think that this means gas planets could be clear on the edges then where there is less gas to look through. For an interesting experimental limitation of this, search around for some pictures of the Earth from the ISS. You will see our own atmosphere is not clear when you look at it from the side, because one must look through such a long distance. To see the degree of transparency, look at the many photos from the ISS of the moon seen through the edge of the Earth's atmosphere. You will see it fade into a blue tint, and distort from refraction.