Bitcoin mining is nothing but solving puzzle to verify a transaction happened between 2 person.

To sovle that transaction you need special devices that are called as mining devices. There are many mining devices available now. But the main thing is they have a cost to run. Those costs are:

Electricity 24/7, High speed internet, A/C to down the temperature of servers.

Also there​ is one more difficulty in mining it. As i said that the transaction is to be verified which happened between 2 person, the reward will only go to the miner who first solves that puzzle and verify it. And the complexity of the blocks increase.

Ex. If there are 10 miner sloving the same puzzle to verify the same transaction. The reward goes to only one mier who verifies it first. Rest miner have wasted there 3 cost of running those devices.

So the bitcoin mining is a concept of fittest. To be the fittest you should have large number of mining devices. And to buy it and run it you should have much Investment with you around billions of $.

Thats the reason people choose cloud mining. Cloud mining is just like buying a mining device and giving to big mining company. Company run that device for you and in turn share the profit with you for that device.