Space is very very cold. While you are right in that there is almost no thermal conductivity, thermal radiation is very much still going strong and given time you'll lose all your heat. Since, as you said, there is zero thermal conductivity, that means you'll gain very little heat that way. At best you'll be able to gain some heat from the light of nearby stars but that isn't a whole lot.
Overheating is a serious issue on spacecraft. I hope you know that radiation is only a few percent of heat transfer in atmosphere. If you're in space you need really nice cooling systems to get all of the energy to radiators and even then you need a large surface area for any appreciable amount of power.
Also in terms of superconductors: they have helium and pumps in them. That means they have the active cooling systems necessary to stay superconducting. You could say the pumps need EU to operate and you'd be absolutely right but that's a GT mechanic overhaul I don't see coming any time soon.
Actually the pump operation is likely why the loss is 1 EU/block rather than 0. Pump covers needing EU is just unwieldy.