Because the universe is expanding. Space itself expands the further away you are from a reference point. That means, everything is moving away from us (on a grand scale), and the greater the distance to the reference point, the bigger is the rate things in the universe are moving away from us. I think the rate is about 70 km/(Mpcs) - wich is an incredibly small number, scaled down to a meter it is ~10^-23 m / (ms). And as space expands over time, the density of matter in space get lower and lower.
Space isn't an empty vacuum, but that's tangential. The expansion in this context is metric explanation, which just means things are getting further and further apart between two points due to space "expanding" between non-gravitationally bound objects. The explanation for "why" is sort of "we don't know". AFAIK, the leading theory is a combination of momentum / inertia from the big bang and acceleration from dark energy. Which we also don't know a lot about.
Space was less empty when it was younger, so I suppose you could say that the answer to your question is "because it's over 13 billion years old."
But really, "why" questions like this come with too many hidden assumptions to be helpful. You need to clarify why you expect it to not be empty. The way I see it, you could just as easily ask why is space so full of stuff as it is.
#2) as far as we know, it is a lot less empty than it seems to be. We're missing about 85% of the mass in the universe (https://en.wikipedia.org/wiki/Dark_matter), and about 95% of its mass-energy.
So, the best theory we have is, in some sense, awfully inaccurate, at least until we invent some way to see the missing stuff.
I mean I understand infinite but I'm just really interested in why the universe is the way that it is.
What is the best theory for this? Has anyone proposed a why?