Think of the universe as a painting. There’s the image made in paint, and the surface it was painted on. The canvas.
The stars, the planets, the gasses, the matter and energy and even the space between are the paint. What’s the canvas? Is there a canvas? Would the canvas follow the same rules as the paint?
I agree completely. As someone who’s fascinated with cosmology, I think this is a perfectly reasonable question and a perfect fit for this community.