tl;dr: I think your question is still open and we don't have an answer yet
Regarding the fact that most massive stars are in binary or multiple systems, that has been known for a long time (I saw papers from the seventies already stating it, although I can't find the reference right now).
More recently, the community has started to realize that not only they are in binaries/multiples, but that they are often close enough to interact during their life, so that if you see a massive star that is single, there is a good chance it is the result of the merger of a binary.
An important milestone in this understanding is the paper by Sana et al. 2012 with the famous pie chart showing the fraction of interacting binaries.
As for triple, or quadruple systems, there is another famous plot, from Moe & Di Stefano 2017 that shows how the multiple systems become more and more common with higher mass.
In section 10 of this same paper you can find a nice discussion on why we observe these distributions.
Are the stars in a binary forming together at close distance (in situ)? Or are they forming separately and are then brought together by some mechanism like interaction with the gas, or with other stars?
Maybe the lower mass stars also form commonly in binaries, but being low mass they are easier to be flung away by the same interactions that bring together the massive ones?
These are all open problems in a very active research field. There is not a definitive answer to your question, yet.
As for the last part of your question, no, stars with different mass don't form in different places. From a given star-forming molecular cloud, all kind of stars will come out: from red dwarfs and solar-like stars, to O and B stars that are very massive. They all form in the same places, but with different fraction of multiplicity.
PS: just to be clear. I am not saying that most stars are in binaries/multiples. Most massive stars are in binaries/multiples, but the more massive is a star, the less common it is. The vast majority of stars have a mass $\le 1 M_\odot$, and, as you can see from Moe & Di Stefano's plot, those stars are usually single.
EDIT: as suggested by ProfRob, it is also worth looking at the review by Duchêne & Kraus (2013) and their figure 1 that shows how the companion fraction (CF) and multiplicity fraction (MF) are higher the more massive the stars are.