You're correct that sound requires a medium, such as air or water, to propagate, and in the vacuum of space, sound cannot travel because there is no air or other material to carry the sound waves. However, there are instances where powerful cosmic events or disturbances can create effects that we perceive as sound, even though they are not actual sound waves.
When intense cosmic waves or disturbances interact with the Earth's atmosphere, they can generate shock waves or vibrations that produce effects similar to sound. For example, meteors entering the atmosphere can create sonic booms, which are caused by the rapid compression and decompression of air molecules as the object moves through the atmosphere faster than the speed of sound. These booms can be heard as loud noises on the ground.
Similarly, some space phenomena, like solar flares or coronal mass ejections, can release massive amounts of energy that cause disturbances in the Earth's magnetosphere and atmosphere. These disturbances can create electromagnetic waves, which can induce electrical currents in conductive materials on Earth. These currents can be detected and converted into sounds that we can hear, such as the eerie whistling sounds produced by the auroras (Northern and Southern Lights).
It's important to note that these effects are not due to the transmission of actual sound waves but rather the conversion of other forms of energy or disturbances into sounds that we perceive. In space, where there is no medium for sound transmission, we wouldn't hear any sound in the conventional sense.