No one can hear a Death Star blow up, either, or phaser banks firing, or any of the other sounds sci-fi shows and movies feature in scenes supposedly occurring in the vacuum of space. No medium for sound waves to travel through means no sound.
Well, there is a kind of sound. It's just not actually sound. Objects in space emit electromagnetic waves which can be expressed as sound. And our probes have been recording the EM waves of the Sun and planets and their moons for years.
Here are some of them. There are plenty more on YouTube. The "songs" of many of the moons- our own, as well as Titan, Enceladus, Triton, Miranda, Ganymede, Callisto, Io, and Europa- are also quite interesting. But here are the "sounds" of the Sun and its planets.