We have vacuum bottles for drinks.
Drinks aren't bottled in a vacuum. Even if we take the air out, it's still not a vacuum, it has the container as well as any gasses produced by the chemical processes in the drink (carbonation and/or spoilage). If they were poor conductors of heat putting a drink in the refrigerator would be kinda silly. We take the air out to starve any trace bacteria of oxygen and prevent oxidization of any food solids remaining (Apples turning brown is the product of oxidization). But it doesn't make a vacuum.
That said, you are totally right on the conduction in space. It certainly wouldn't be a place to spend spring break, but it would take some time to cool you off. However, you still would only last a few minutes as your brain would suffer from oxygen deprivation. Irreversable brain damage kicks in somewhere around 8 minutes even if you're quick-thinking enough to grab a lungful of air. You'd be unconscious in far less unless you've been trained for deep free dives or something like it.