PHP in HTML

How come this doesn't work:
<button action='<?php mysqli_query($connect,$query)?>'>Click</button>

[sportscaster voice-over]

Joe: Hey Bob, let's look at a slow-motion instant-replay of this common PHP newbie fallacy scenario.
Bob: Sure Joe!
Joe: Okay, so here goes:
  The user requests a HTTP URL document.
  The webserver fires up.
  The webserver finds that it needs PHP to generate the document.
  PHP fires up.
Bob: Wow, look at PHP go! That's fast!
Joe: Yeah, it is fast.
  PHP has generated the document, and spits it out.
Bob: Boy, it's already finished. Hey, it's quit!
Joe: That's right, Bob.
  PHP has FINISHED EXECUTION, and has exited.
  Now watch this!
Bob: Oh boy, I see it coming now...
Joe: Yep, there it is.
  There's some HTML in the browser, trying to execute some PHP code...
Bob: But you can see, PHP has LONG FINISHED and is OUTTA HERE!!!
Joe: That's right, Bob, PHP is simply not around to execute that code.
Bob: So what can you do, Joe?
Joe: Well, if you can live with the browser going back-n-forth to the web-server, with a significant "lag" time...
Bob: Oooh, well, I can see how that might be useful sometimes...
Joe: In those cases, you can use Ajax.
Bob: Anything else?
Joe: Not really. Until you get back to the webserver and PHP, there's just no PHP available. Unless your user is in the extreme minority of uber-PHP-geeks that has installed this EXPERIMENTAL PHP browser plug-in thingie: http://pecl.php.net/package/PHPScript
Bob: Whoa, Joe, I don't think I've ever even heard of anybody who's ever installed that.
Joe: Me neither, though I met Wez Furlong who wrote it, so I have to assume HE has installed it at least once...

[cue to cool Guinness commercial]