Dying in a vacuum is indeed rather unattractive, but at the instant that the picture is depicting, she's obviously not dying. Maybe she'll start dying the very next instant but for the purposes of this discussion that doesn't really matter.
Also, that thing about one half burning and the other freezing is false. A vacuum has no temperature because there's no matter. You can only measure the temperature of an object, not the absence of an object. In a vacuum you can only gain/lose heat through radiation, not conduction. That's why they make thermoses with a vacuum between the inside and outside layers of metal, to reduce the amount of heat that's gained/lost. So, if you were in outer space, you would only burn/freeze if you were too close to/far from the sun, and even then it wouldn't be instantaneous.
You're right about the blood vessel exploding/can't breathe thing. Basically if the picture MS posted were a video rather than an image, then it would only be sexy for like the first frame, and after that it would only be sexy for Jake like you said, lol.