They curve because they are turning to go into orbit in a circle around a round planet. (Fuck... I already know where this is going)
The vacuum of space isn't negative pressure like a vacuum chamber, it is just 0 pressure. Even if it was basic logic says that if everything could be destroyed by a simple vacuum we could not create a vacuum to demonstrate that effect because the machine would destroy itself.
Fire doesn't need air, it needs oxygen. They have oxygen tanks on the rockets. This is as dumb as saying every scuba diver dies because there is no air under water.
You are going to be blown away when you find out I have fish in my living room even though fish live under water in lakes and rivers.
