When the first stars formed, the energy released re-ionized the entire universe, so that first-last burst of radiation was absorbed by electrons. The second last-burst is what we see now, when the universe cooled to allow the electrons to re-combine. Some of it has been absorbed over time. But, the universe is now transparent. Much of it hasn't met anything that could stop it from the time it was created until it hits one of our antenna. BTW, being absorbed by a microwave radio antenna does destroy the radiation received. It's not the amount that we are measuring, but the wavelength that is critical. When creating the CMB maps, they do have to take into account relatively nearby objects that could stop it, including the plane of our galaxy.
