Here's why:
* Scattering: Dust particles scatter light more effectively at shorter wavelengths (blue and violet). This is the same phenomenon that makes the sky appear blue during the day.
* Absorption: The dust grains also absorb light, especially at shorter wavelengths. This is why we see a reddish hue in the light from stars that are very distant, as their blue and green light has been absorbed by the dust along the way.
Therefore, red light is less affected by both scattering and absorption and can travel through interstellar clouds more easily than other colors.