It is not a bad thought, but as you may have guessed, there are practical problems. Though I could not give you offhand examples where vacuum light pipes have been used to transmit power, I seem to remember something of the type. Academically one could include the electronic practice of "optical isolation" where instead of joining devices by wire, and thereby risking the destructive effects of a power surge, designers may pass signals or power by light, which is far less risky. Still, this light is not generally passed by vacuum.
However, there are very few examples where vacuum is a convenient medium for conducting intense light. The problem is that you have to confine and direct the light, and hardly anything rivals the low refractive index of vacuum. This means that wherever the light strikes anything, it tends to be refracted into the object and get absorbed, rather than being cast back into the conductive vacuum. This is why we make optic fibre of very, very clear glass, with the highest refractive index in the core of the fibre. The light stays in the middle with very little loss indeed. It is far less obliging when travelling in vacuum.
You could of course line your light pipe with a reflective surface, but it is very difficult to create a reflective surface with better than 90% reflectivity, so those walls would absorb far more of your light power than you could afford for long-range purposes.
Nice thought, as I said, but you know what they say about beautiful theories and ugly facts!
Cheers,
Jon