Crude oil is refined into a wide variety of hydrocarbon-based products. The longer the chain of hydrocarbons (the principal component of crude oil), the lower the melting point. The smallest hydrocarbons are gases at room temperature, like the volatile methane, ethane, and propane which are simply burned for heating. Butane, pentane, hexane, heptane, and octane are also burned, with octane being the principal component of gasoline. Some larger hydrocarbons are burned, too. But with enough carbon atoms in the chain, the hydrocarbon (a molecule containing just carbon and hydrogen) ceases to be liquid and becomes grease or wax. We use hydrocarbon greases and waxes to lubricate heavy machinery parts. As the length of the hydrocarbon continues to increase, the wax becomes harder and harder. Various hardnesses of wax are useful for different purposes, often to add a finish to wood products. When the length of the hydrocarbon increases, even more, the wax turns harder and harder and eventually into what we'd consider plastic. Plastic is almost exactly chemically identical to gasoline, aside from dyes and other additives. The shorter chains we'd normally burn can actually be extended into longer hydrocarbons which are useful for even more purposes.
tl;dr gasoline is made from a short chain of carbon and hydrogen. Plastic is made from a much longer chain.
Conclusion: Since plastic and gasoline are fundamentally the same sorts of chemicals, it's kind of a waste to burn a material that's otherwise so useful in such a wide variety of circumstances.