Armor protects him from the vacuum of space

Vader hit a switch and depressurized the interceptor’s cockpit, his armor shielding him from the vacuum. Then, as he neared the transport’s midline, still swinging his ship left and right to dodge the incoming fire, he selected a spot on the transport adjacent to the gun bubble and, using the Force, took a firm mental hold on it.

His interceptor streaked toward the gun bubble, aimed directly at it. Content with the trajectory, he unstrapped himself, overrode the interceptor’s safeties, threw open the cockpit hatch, and ejected into space.

Immediately he was spinning in the zero-g, the ship and stars alternating positions with rapidity. Yet he kept his mental hold on the air-lock handle, and his armor, sealed and pressurized, sustained him in the vacuum. The respirator was loud in his ears.

- Lords of the Sith, Chapter One, Page 29