| For the same reason why everything else has a spherical shape, Gravity pulls equally in all directions, a sphere is the lowest energy configuration.
All of the gas is as close to the centre of mass as is possible in a sphere. There is a gas pressure that pushes the gas out (this stops it from being a singularity).
They aren't perfectly spherical, they will be slightly oblate around the equator (shorter between the rotational poles than between points on the rotational equator).
If you have further questions, please feel free to ask. | 
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