Because sound requires a medium to travel and there is only empty space.
The sound is a pressure wave: matter compresses and expands, and moves well. Requires, therefore, a material medium: air, water, land can transmit sound. But the space is almost completely empty, and hence there is no material to compress and transmit a sound wave.
However, through the space can travel the waves electromagnetic, and particulate emissions generated in an explosion solar. That’s what we get: light in about 8 minutes, the time it takes to travel the 150 million miles between us and the Sun-particles (or solar wind) in four days.