There is a lot we humans don't know. Is there really an absence of a medium in space? There is a lot of dark matter in space that our scientists can't detect, yet they know it is there. There are electromagnetic connections between stars, planets, and galaxies that we cannot see. These photons travel billions of light years, and it is hard to imagine that they don't interfere with other photons along other paths as they intersect. Yes, space is vast, but there are an almost infinite paths of light everywhere in space, criss-crossing everywhere. I find it hard to believe that these photons don't give up energy bumping into each other or when hitting dark matter, gravity waves or other electromagnetic interference because maybe a medium is everywhere. We may never know the answers.
There must not be too much scattering, photon/photon or otherwise. The spectrum lines are pretty sharp, even from the most distant sources.