As far as we know, our universe radiates heat into an infinite and empty void. For this reason, we believe that it may eventually grow cold and die the death of entropy.
But think about what happens if a photon radiates from a particle in our universe and departs into the void. First, a probability radiates out from the originating particle, representing the chance that the photon will strike another particle within the radius of ct, where t is the time since radiation.
Suppose the probability wave grows so large that it entirely escapes the universe, reducing to zero the chance that the photon will ever strike a particle and energize it.
If that were to happen, the end result would be functionally equivalent to a simple loss of energy in the originating particle--something that is not supposed to happen, because mass/energy is supposed to be conserved.
Not only that, but there would be a problem with the time symmetry of the photon, because if time ran backwards what you would see is photons radiating in from an empty void, looking like an increase in the mass/energy of the universe.
So what if the universe is so ordered that this cannot happen, and part of what it means that all of these particles exist in the same universe is that if one particle loses energy through radiation, that energy must be picked up by another particle in the same universe.
In that case, the void would act like an insulator.