Because there’s nothing there to light up!
If you go outside at night with a torch and shine it up, you might see a little bit of light bouncing back off moisture in the atmosphere, but most of it is flying up through the sky and then out into space. Apart from the small amount that hits stars and dust clouds, most of those photons will be travelling for ever across the endless void.
You only see light when it goes into your eye. So unless you are looking right at the sun (don’t do this!) or something else that is emitting light, you only see things when they reflect light to your eye. In empty space, there is nothing to reflect the light, so we see it as black.