By chance, mostly, we happen to be over 4 light years from the closest star and our galaxy isn’t that close to other galaxies. Beings on another planet around a different star in a different galaxy might have very different night skies, full of light, with little darkness in between objects from their point of view.
Even inside our galaxy, different worlds would see very different skies. A planet near the center of the Milkyway would have a sky crammed full of stars, separated by mere light weeks, instead of the average in our sector of 5 light years or so. We are much further from the center, about 2/3rds of the way out.
In our universe, galaxies are quite far apart. The light that reaches us on Earth has thinned out into very faint glows. Andromeda is pretty close to us as galaxies go. But it is still 2.4 Million light years away. If our eyes were sensitive enough we would see Andromeda clearly as the single dominant object in our sky. Here’s the Moon and Andromeda illustrated to show their relative sizes in our current sky:
Andromeda is actually way bigger than the Moon in our sky. But the light is too faint for us to really see it well. You CAN see it with your eyes if you know where to look, but it won’t look like much with just your eyes. Merely a faint smudge of light. And that is only possible if the sky is REALLY REALLY dark. The stars we see are much closer to us so their light is stronger, much stronger than the entire Andromeda galaxy from 2.4 Million miles away. Even a star 1000 light years from Earth is going to seem WAY brighter than the collection of stars in the Andromeda galaxy.
But nothing is permanent. Our sky will change dramatically over time.
The above shows a sequence of skies over Earth spanning several billion years. The merger will start in about 4.5 Billion years and the Andromeda and Milkyway will both be permanently distorted and altered. Eventually, we end up in some sort of elliptical galaxy with a sky blazing with stars.
But most of the universe is pretty uniform and spread out, with clumps of galaxies along strands of galaxy clusters and super-clusters. Because gravity clusters masses together and even causes galaxies to collide, the perception we currently have of everything being so far away won’t always be the case.
In the above Hubble image, you can see the results of two galaxies merging. The spiral arms get swept out in distorted shapes as the central regions of the galaxies try to merge into a more unified whole. This has happened countless times in our Universe and the above image is certainly not a rare case.
So regarding what we see in our sky, rest assured it won’t always be this boring. It just changes slowly, over billions of years.
I tend to think of our sky as boring. We live in the suburbs of our galaxy, nothing too interesting is clearly visible with our eyes. We need telescopes to look at the cool stuff in any detail. That said, even a modest pair of binoculars can reveal a lot of interesting objects and allow you to see way more stars than just your eyes can pick up on their own. There are a lot of stars in our sky. If we could see every star in our sky, it would look very different. But the light from more distant objects is typically weaker, so we just see black in between the brighter closer stars. But if we could just stand there, letting the weak photons from distant stars stack up in our eyeballs, we would see something like this:
The bright vertical band is the plane of our galaxy, and you can see dark dust lanes cutting through that light. More stars are visible here than you would see with your eyes. Photos like this leave the shutter open for several minutes to let the light accumulate.
So it is a matter of our perspective and the limitations of human eyes that give this impression that the sky isn’t full of light sources at night. We can reveal the truth of how full the universe really is by doing long-term exposures with cameras and by using telescopes. Of course, this is STILL a perspective. The universe is, in fact, mostly EMPTY. But if we can sample a large swath of the sky, we see a LOT of sources of light, most from objects in our galaxy.