The muon is not a composite particle. The fact that it can decay is related to weak interaction, being possible due to ththe existence of $W/Z$-bosons. The muon can decay into neutrino and electonelectron since its rest mass is larger than that of an electron. Since there is no other charged lepton with a mass lower than that of an electron, the electron can not decay into anything itself.
From all the thousands of experiments, we know that a muon has pretty much the same properties as an electron and can thus be considered a lepton. Lepton areis not composite particles of anything, they do not bind neutrinos and electrons together. There is no known force that would describe such bindings.