Protons and neutrons (and other particles) are held together by something called the strong nuclear force (strong interaction). This force diminishes the system’s overall energy, which is dissipated as heat. As the atomic mass of an element increases, the binding energy (not of electrons to protons, but of protons to neutrons) increases until it reaches iron, at which point it begins to drop. This is why fusing hydrogen atoms together and breaking uranium both release energy.