The 1s orbital of the electron is spherically symmetric, with non-zero probability of the electron being right in the center of the atom (so within the nucleus), and decreasing probability of it being farther away. So e.g. a good approximation of the He atom is of two neutrons, two protons, and two electrons, all in exactly the same position (with the electrons having "more spread").
At the end of the day, there are interactions that are seen in Nature and interactions that aren't. We codify the patterns as conservation of lepton number, baryon number, etc. If the numbers of what you have add up to zero, they can annihilate.
These conservation laws also accommodate other weird things, like beta decay, in which a neutron decays ("splitting") into a proton, an electron, and an anti-neutrino. It's not that the neutron is "composed" of those three things. But its total energy is higher than the sum of the energy at rest of those three particles: Whenever that's the case and the conservation laws allow it, we see it happen naturally.