Why is the probability of finding an electron in an orbital not 100 %?
There is a nonzero probability of finding an electron anywhere except for at the nodes, where the probability is 0 by definition. An orbital might be better thought of as an infinitely large cloud that is more dense in some areas than others. Integrated over all space, there is also by definition a 100% chance of finding an electron. This should make sense intuitively (if if doesn't exist somewhere then where is it and what does the integral even mean?).

Orbitals really aren't so well-defined as the nice little shapes we represent them with (think cloud), but we can make them well-defined by arbitrarily deciding how much space we wish to enclose. It is often decided for the practicality of the representation to show a space such that the probability of finding an electron in it is 95%, though mathematically it's true that there is a chance of finding it outside the space.