A dust cloud and a nebula are the same thing… however, it’s obvious that some nebulae are star-forming and other aren’t just like some clouds rain on you and others don’t.
There is some speculation that a new star/solar system may require some external influence (like the pressure wave from another supernova) to nudge it into the right direction/density for star formation. Ultimately, gravity has to be strong enough to overcome first inertia (since the gas particles in many nebulae are moving away from the center) and then the pressure of the gas itself.