The answer is becouse of very high current and narrow distance. Te get an idea of the strength take the formula for magnetic around a wires with a current I. B=I*2*10(exp-7)/(2*pi*r) r distance from the wires. The plasma focus is rather a coil then a straight pinch, but it gives you an idea what magnitude it can be. r is about a few microns and I more than MA. Say I = 1 MA and r = 1,0*10(exp-5) that would give B=300 000 Tessla wich is awful much. Just a very rough estimate.
