Vacuum is an absence of stuff. What would be insulating the glass? Air would be an insulator; a vacuum wouldn’t do shit.

Think of heat like a physical object. It can travel through a vacuum unimpeded. There is nothing within a vacuum to stop the heat traveling through it. But if there was even just a thin atmosphere, it would collide with some of those molecules and not reach the glass, taking longer for the glass to get hot.

It’s a bit more complicated than that since in reality the air will also be heated and transfer that heat, but just for the purpose of how vacuums work, we can ignore all that.