Why is the speed of light the same for all colors in a vacuum but different depending on the color when light goes through a non-air medium?

I know that red light travels faster in non-air mediums than blue light because of its wavelength, but I'm not understanding why this doesn't happen in a vacuum? This is related to the topic of dispersion and the change of index refractions with wavelength. However, I'm not understanding why this happens. All I know based on educational materials that the index of refraction increases for colors with higher frequencies or lower wavelengths, ie. blue travels much more slowly.

In air, there are far, far fewer atoms per unit volume than do materials we think of as dispersive. A vacuum, by definition, has no electric charge at all for the light to interact with. Therefore, its refractive does not depend on frequency. This last statement is true because (1) light is mediated by a massless field and (2) special relativity requires that all such fields propagate at exactly $c$.