Here's why:
* Mechanical waves need a medium (like air, water, or a solid) to propagate. They travel by transferring energy through the vibrations of particles in that medium. Think of a ripple in water: the water molecules themselves aren't moving across the pond, they're just vibrating up and down, creating a wave pattern.
* Electromagnetic waves, on the other hand, can travel through a vacuum, like space. They are made up of oscillating electric and magnetic fields and don't require a medium to travel. Examples include light, radio waves, and X-rays.
So, to summarize, mechanical waves need matter, while electromagnetic waves don't.