Depending on frequency, the vaccumum of space is close enough to a vaccum. If the light needs to travel through something opaque, you generally just don't see it (although it may illuminate the dust)

We have measured the relative speed of gravity and light. The difference is constrained to be no more that about 10^-15 times the speed of light. This us based on a signal that travelled 130 million light years.

https://en.m.wikipedia.org/wiki/GW170817