em waves are able to travel thru space because they have a quantum particle associated with them. It is the particle travelling thru space, although the particle is of course massless and weightless. All quantum particles, including matter, are just packets of energy, and it’s the properties of an individual particle that determines how it will behave (ie, will it behave like matter or energy). So light is able to exist on its own for the same reason matter can. Compressional waves cannot; they are simply a travelling perturbation of matter.