The definition of a compound is two *different* elements combined together. The elements oxygen and chlorine occur in nature as gas as double atom molecules written O2 and CL2. They join up in this way because as single atoms they are highly reactive. When two atoms of these elements combine, they can share their extra unbound electron pair or single electron in their outer orbitals with another atom, thereby making themselves more stable.

Think of it as though you had some soda pop but nothing to put it in, and your friend had an empty cup. By joining up with your friend, you get to share the cup and the pop and you are both happier. But you are still people. If you were sharing with a horse, then that would be a compound.