It is only a bubble or balloon that gets kept in shape (all right, a liquid drop as well, in free fall) that gets held in shape by a skin. Our atmosphere (and our ocean of course) and that of the sun, are held in shape by gravity. All the particles are drawn down, jostling each other out of the way.  The higher they are, the harder it is to hold them in place; if they can't go down. they go sideways.

Imagine that, then ask yourself what shape that would produce.