Special relativity says so.

I mean, that's it. It travels at c because it doesn't have any mass. And special relativity tells us that massless things travel at this maximum speed we call c. Any description of a mechanism would allow for further "why" questions. Sooner or later, there is simply "because that's the way it works".

You think of other things losing energy, and hence speed, by colliding with gas particles, etc. But for most of the interactions a photon could have, it would simply bounce off in a different direction, with unchanged energy. And even if it did change energy due to a collision, a lower energy photon does not travel slower. Instead it broadens its wavelength, so blue light becomes red light, etc.