edit: The level of likeliness should affect the amount of effort put into testing the hypothesis. I'd like an explanation from them on why they think the Wow! signal is so rare if a comet is the explanation - NASA says there might be as many as a hundred billion comets in the solar system, so "where's the rest of their signals" is a legit criticism.
The bottom line is, pointing a telescope to a random spot in the sky is very, very likely to find nothing. Even with a billion comets and a billion asteroids and a billion stars.
I mean I understand infinite but I'm just really interested in why the universe is the way that it is.
What is the best theory for this? Has anyone proposed a why?
But really, "why" questions like this come with too many hidden assumptions to be helpful. You need to clarify why you expect it to not be empty. The way I see it, you could just as easily ask why is space so full of stuff as it is.
#1) Why wouldn't it be?
#2) as far as we know, it is a lot less empty than it seems to be. We're missing about 85% of the mass in the universe (https://en.wikipedia.org/wiki/Dark_matter), and about 95% of its mass-energy.
So, the best theory we have is, in some sense, awfully inaccurate, at least until we invent some way to see the missing stuff.
Tangentially related: why is the night sky black? (https://en.wikipedia.org/wiki/Olbers'_paradox)