Sound comes from vibrations. When something vibrates, it in turn “pushes” into whatever is next to it, what we call the medium. If there is no medium, there is nothing to push against, and whatever vibration is happening would just die down on its own as normal due to its own mass of whatever is vibrating. The energy that would normally be dissipated would just go into letting the source of the “sound” vibrate longer, although the difference is probably very small to notice without specialized equipment.
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