Yeah there's lots of space dust, but it's also very thinly spread, so that to all intents and purposes space is a vacuum. Or a near-perfect one, anyway.
In the 90 million mile-long journey from the sun to Earth, I should expect that only the tiniest, tiniest fraction of the light from the Sun is scattered by cosmic dust. That just doesn't register, you'll never be able to see it. You're talking individual photons. For the torch in a dusty room, it's still a small fraction (if the light's going to be any good -- as you say, a super-dirty sea and all the light scatters in a few metres), but far, far more appreciable.
It's a question of scales, in other words.