Why is there no oxidizer in space? Just as a thought experiment. 
One factor in the economies of space exploration is that of fuel. This may be split as 


*

*MSL - Earth Orbit 

*Earth Orbit to Inner Solar System 

*Beyond.


In each of these cases, the rocket demands an oxidizer to be loaded at the point of launch as neither oxygen, nor oxidizers exist in free space.
Why does space not have free oxygen/oxidizers?
p.s. According to wikipedia Oxygen is the third most abundant element in the known Universe ... 
 A: The trivial answer is that space is a vacuum, and is therefore largely devoid of a substantial amount of oxygen in sufficient densities to be freely usable by a spacecraft.
A little more advanced response would require us to look at a concept like partial pressures.  First we would identify the pressure in space which some might think is zero, which would be morally true if there were no molecules or atoms in space, however free space does contain molecule and atoms, and thus has a slight pressure associated with it ($1.322 × 10^{-11}$ Pa). This means it is sensical to talk about partial pressures.  However, in any case, the amount of oxygen in space is somewhere in the neighborhood of 1 oxygen for every 100,000 hydrogen to 1 oxygen for every 1,000,000 hydrogen, and maybe as low as 1 oxygen for 10,000,000 hydrogen with some minor variation in the local distribution.  This means the partial pressure of oxygen in space is very small relative to hydrogen, and since the pressure in space is very low, the amount of free oxygen in space is virtually negligible.  
As far as why this occurred, the linked article gives a very mundane explanation:

Researchers have hypothesized that this is because some oxygen atoms freeze on the surface of dust grains in space in the colder part of the gas clouds.

