I already propsed this (sort of). I made a short cartoon (right here in WF Labs), It sank like a rock, but hey, what's a minute of your time? Check WF Labs and give me my nobel prize already!
Possible explanations: 1. The star Kobol sits on the other side of this gargantuan 'space void'. 2. An ancient civilization has used up the matter and encased whole galaxies in super-Dyson spheres, thereby harnessing all the energy. 3. The zero point energy and hyperdrives the aliens are using don't really violate the laws of conservation of energy- every time they activate that hyperdrive, a star in that region of the sky vanishes from the cosmos. 4. God lives there and likes it cooler 5. That's where the extra-dimensional rift that is going to eventually consume the entire universe is located. 6. 42.