Why? He is durable enough seeing as a normal human can withstand it.
http://science.howstuffworks.com/question540.htm
He can go without air for a few seconds, he is massively hypersonic/ftl. He should easily reach them.
Based on how long a person can go without air. How will the vacuum kill someone who is tough enough to lift several 1000 tons in a few seconds? Normal humans can survive it for around a minute.
From the inside, regardless the plot had him die because he can't survive in space. We've seen him take planet busting attacks before, so it wouldn't make sense for him to die from the impact.
So let's just ignore the fact that most characters is DB can [b]tank[/b] attacks that destroy solar systems since Dragon Ball Z's first saga. By your logic, a planet exploding is more powerful than 10+ planet busting attacks. Let's also ignore the fact that many characters who are weaker than Vegeta have survived planetary destruction and did not die.
He was caught off guard dude. End of Story.
He has a few second to bring his guard up. But they have shown to be vulnerable to planetary detonations, as shown when 16 was going to kill Cell with his bomb which had enough power to possibly destroy the Earth.
Let's also just ignore the fact that it is clearly stated that Frieza survived the explosion. Frieza. Someone waaaay weaker than Vegeta. Again, Vegeta didn't survive because he cannot survive without air.
Whis states it right after the explosion happens (In Dragon Ball Super (And probably the movie too.)). He probably didn't know that everyone survived and that Whis could make a protective bubble like that. Come on man, read inbetween the lines.