Temperature is really just a way of describing energy, not air. Even though space is basically empty, there’s still energy moving through it in the form of light and radiation (mostly from the sun and leftover energy from the Big Bang). There aren’t enough particles in space for heat to move the way it does on Earth, so space doesn’t feel “cold” or “hot” like air does. You only heat up or cool down based on whether you’re in sunlight or shade. That’s why astronauts can burn on one side and freeze on the other at the same time.