Why is most of the mass of an atom found in its nucleus?

Yes, most of the mass of an atom is found in the nucleus. If you consider that a proton is over 1800 times more massive than an electron, it might come into focus. The neutron is just a tiny bit heavier than that proton. A single nucleon, which is the term we give a proton or neutron residing in the nucleus of an atom, will far, far outweigh all of the electrons that could possibly be around it. And by a factor in excess of 103, too. No, there isn't a lot of mass in the electron cloud as a whole.