I'm not a scientist by a long shot, but my understanding is that sound if indeed a wave, carried by a medium (air, water, etc). Upon hitting your eardrum, this wave is converted by your eardrum and your auditory nerve into signals your brain decodes. The remainder of the wave continues though, until it runs out of medium, hits an obstacle (basically another medium) or dissipates. Again, just my layman's understanding!
Don’t forget the inverse square law. Even without a change in medium or any obstacles, the strength of the signal decrease over distance until it is undetectable.
This is also why there are no extraterrestrial civilizations hearing any radio broadcasts from Earth. Our transmitters are so weak that any signals we send out fade into the CMB before they get any real distance.
They've probably just got a spy satellite around earth that transmits back. Or maybe an extremely directional antenna / receiver dish would work, since they're focused on Earth specifically.
Light is also not "stuff" - it's electromagnetic radiation. It's by the unprivileged intertial frame of reference that we define the speed of light. Light's speed is the speed at which it travels unimpeded through the spacetime "field". Additionally light does not accelerate or change speed in any way while traveling in that frame.
Unless you're asking if light travels through things that are not the field known as the spacetime continuum in which case yes: light travels (and changes speed) through all sorts of materials. Like glass.