The molecules are not very close together so that like waves (or particles) are not likely to collide with an gas molecule along its trajectory. In other words, it has a very long mean free path.
Also, and probably more important, none of the molecules that make up gas absorb the frequencies of light that are visible to the human eye. Therefore, they do not absorb light and re-emit it at a different frequency as colored things do and that makes the gas transparent to visible light.