That’s true too. Maybe I’m not sure what you mean by “the universe”.

The universe is a big thing filled with a lot of other big things but a huge huge majority of it is just empty space. So I guess picture an inflated balloon, but instead of being filled with air it’s just empty space. Inside this balloon there’s some water droplets, some sand, and a few pockets of gases.

Which part you’re referring to as “the universe” would change the answer. If the universe is the balloon, well, we don’t even know what the balloon is or to what extent it “exists” for lack of a better term, so I can’t really say. If the universe is everything inside the balloon, each thing has different properties but of course can change state of matter (except the space - there’s no matter to change the state of). If the universe is all of it put together, a bit of one and two. I’d say it’d be like asking, “can I change the state of matter of this cup of water with metal beads in it?” There’s already multiple states of matter involved, and changing them will have varying requirements (lowering temp would freeze the water but won’t change anything for the metal for example).

Should be noted that I’m obviously not an expert on the subject of, er, the universe.