Why are mesosomes attached to the nucleus in bacteria?

Without knowing more about your instructor's purpose for asking this, I have to assume that it's a bit of a trick question. Mesosomes are, by general consensus, not considered to be inherent bacterial cell structures, but rather artifacts of the visualization methods that humans apply those cells to in order to prepare them for observation via electron microscopy (the word "mesosome" doesn't even appear in any of my college-level biology textbooks written after 2005). Furthermore, bacteria don't have a nucleus, at least not in the way that term is traditionally described, so there's nothing for mesosomes to actually be attached to, according to the way this question is phrased. 
Some recent research suggests mesosomes may be involved in responses to cell injury or hydrogen peroxide synthesis, but research in this area is sparse, and acknowledges the lack of competing research linking mesosomes with their traditionally ascribed properties such as participation in respiration and cell division. 
Unless you're using an older textbook or your instructor has a specific set of material they're expecting you to use to answer this question, I would suggest you look through the sources I've listed below, and then consult with your instructor on whether or not this is a trick question.
https://link.springer.com/article/10.1007/s00284-014-0617-5

https://www.biology-online.org/dictionary/Mesosome