In the comments here two issues are being confused.
It is different if the question is : can massless fields be bound?
It is another story if the question is: can massless fields make a bound state.
Gluons are massless and are bound in a nucleon, with virtual exchanges with quarks. Photons are massless and are bound in an atom with virtual exchanges with the electrons. So the answer to the first question is, yes, massless fields can be bound.
Certainly the photons cannot form a bound state, virtual or not, because they do not carry charge with which to exchange another photon.
Gluons because they carry colour can, within an interaction,( say proton proton,) form a glueball, which would then decay into quarks and gluons with end result the mesons we know. There can be no stable glueball because of the form of QCD . It seems from lattice QCD calculations that glueballs can exist. Here is a reference that offers a glue ball candidate
, the eta(1440) which decays to mesons with a 20MeV width.
So the answer is massless fields cannot form a stable bound state.
Edit: Gluons carry colour charge and thus can exchange gluons among themselves, which is how the glueball is mathematically created .
The reason it is not stable is because there are lower energy states to which it can decay, which is the same reason as for all non stable particles' decays. In order for it to be stable it would have to have a mass smaller than the combined mass of two quarks, orderof Mev. Calculations on the lattice QCD give masses that are of the order of the rho(770Mev) meson, for the lowest glue ball state. So it is a matter of the lagrangian and the constants entering the calculations. We live in a universe where there are no stable glue balls.