Why is lead sulfide found in nature, whereas lead oxide is less common?
Lead(IV) and sulfide ions are large and polarizable, making them soft in the context of hard/soft acid/base theory (HSAB), which states that ions with similar hardness will form stronger bonds.  The oxide ion is hard and therefore has a tendency to form weaker interactions with Pb(IV).

HSAB theory has been discussed on Chem.SE in this question and this answer.