But would some other type of being, possibly energetic, form in space? Definite energy with a conscience? Possibly using more that just 4 dimensions like "life" here on our earth, which would help to explain why the energy doesn't appear as simply light?
As Mr Jack said: you need a substrate.
Energy is just the capacity to do work.
More than four dimensional life? In say a Calabi—Yau manifold? Then we would never see it.
Anything else is Star Trek.