In order for a thermal interaction, or heat energy transfer, to take place, two bodies must be in contact. Whether this be the particles of air in contact with your skin to make you feel warm or cold, or the thermal interaction that takes place when an ice cube is dropped into a bowl of warm water. Contact is necessary. I read that the average temperature in space is 2.7 K - if I enter the vacuum of space, because there really is nothing to make physical contact with, would some sort of thermal interaction or transfer of heat energy take place? I would imagine that I would freeze to death, but doesn't this idea violate the fact that two bodies must be in contact to interact thermally?
your idea that two bodies must be in contact to interact thermically is wrong. As far as they emit electromagnetic energy (as all bodies above 0K do) they can exchange energy. The hot body will emit more energy per unit area than the colder one, and the colder one will absorb more than it emits per unit area. Eventually equilibrium will be reached when both bodies emit the same amount than they absorb per unit area, which will mean that they are at the same temperature.