To understand this, we must first know how sound energy gets from one place to another. This is done via waves, of which there are two different types: longitudinal and transverse.
Light is a transverse wave which travels just like a piece of string would if it was fixed at one end and moved up and down at another, and looks like a sine wave.
Sound, however is longitudinal which means energy (sound in this case) moves along by hitting the atoms next to it. These atoms then vibrate and hit their neighbours and so on. Eventually these vibrations reach our eardrum and start vibrating that which is how we hear.
Space is a vaccum meaning there are no particles to vibrate. If nothing can vibrate then no energy can be transferred meaning no noise!