I mean yes, we are all quite accustomed to 'waves' of heat eminating from hot objects, but that's really just the gases of the atmosphere acting as a conduit. Each molecule is taking on greater energy and, in turn, giving that energy away to the next molecule over. This doesn't occur in a vaccuum. Heat, much like sound, does not travel through space - unless born by other particles. Don't get me wrong, those particles should be there in spades, but since they will usually not be in proximity to one another, there will be no (substantial) medium of transfer.
In essence, there is no adequate medium for the transfer of thermal energy. This kind of thing is known as 'bad physics'. Each law must be applied with a reasonable understanding of the mechanics of the environment.
Tis response is just another outlet for boredom i guess