Duskwuff has it right: the air or other gas is a critical component of the system. The spinning platters pull the gas along with them, and the head assembly is designed so that its aerodynamics control the "flying height" [0], the distance between the head and the platter. In a vacuum, there would be no easy way to keep the head from coming into contact with the platter, which is what causes head crashes. (In the era of sealed drives, head crashes are quite rare, but they used to be much more common. In a head crash, the head rips the magnetic coating off the platter, destroying it.)

[0] https://en.wikipedia.org/wiki/Flying_height