Why is space a vacuum?

Why is space a vacuum ? Why is space free from air molecules ?

I heard that even space has a small but finite number of molecules. If so, won't there be a drag in space?

Answer

Why is space a vacuum ?

Because, given enough time, gravity tends to make matter clump together. Events like supernovae that spread it out again are relatively rare. Also space is big. Maybe someone could calculate the density if visible matter were evenly distributed in visible space. I imagine it would be pretty thin.

(Later)

Space is big. Really big. You just won't believe how vastly, hugely, mind-bogglingly big it is. I mean, you may think it's a long way down the road to the chemist's, but that's just peanuts to space.

Douglas Adams, Hitchiker's guide to the galaxy.

According to Wikipedia, the observable universe has a radius of 46.6 billion light years and contains about $10^{53}$ kg of matter.

One light year is about $9.5 \times 10^{15} m$ - so that is a radius of roughly $4.4 \times 10^{24} m$ and a volume of roughly $2.73 \times 10^{80} m^3$ So that means a density of $0.366 \times 10^{-27} kg/m^3$

If that matter were all Hydrogen, which has $6 \times 10^{26}$ atoms per kg, that would give us around $0.2$ atoms per $m^3$.

So if my horrible calculations are any guide (and I'm very likely to have made an error), space is a vacuum mostly because the amount of matter in the observable universe is negligible.

Why is space free from air molecules ?

Well, air is what we call the mix of gases in Earth's atmosphere, so this is a question about space near Earth specifically.

Air is mostly molecular Nitrogen and Oxygen - $N_2$ and $O_2$. These are heavy enough that not many of them escape Earth's gravity. Also, space is big.

I heard that even space has a small but finite number of molecules. If so, Wont there be a drag in space?

According to WIkipedia:

Intergalactic space contains a few hydrogen atoms per cubic meter. By comparison, the air we breathe contains about $10^{25}$ molecules per cubic meter.

That is such a large difference that space is effectively frictionless (at least for typical space vehicles constructed by humans).

Bumping against 1 hydrogen atom is very different to bumping against 10000000000000000000000000 Nitrogen molecules.