The force doesn’t have to push against anything. For example, gravity pulls us towards the earth without pushing against anything else. Strictly speaking, the thrust from a rocket engine is pushing against the rocket.
We tend to think that we need to push against something because that’s how our bodies work when we walk or swim, but a sturdy balloon deflating in a vacuum would fly around just as easily as one flying around in the air (more easily, in fact, because there’s no wind resistance)
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