What happens to the 99.9 % of the sun-rays that do not fall on any planets or any other celestial body?

The light from the Sun spreads, at least initially, in an isotropic fashion into the universe.

As it gets further from the Sun, some of that light will interact with the interstellar medium (ISM) and therefore some of the energy emitted by the Sun will be used to excite atoms and molecules or even ionise some atoms. This will be the fate of almost all the light which is emitted from the Sun towards the plane of our Galaxy, which contains sufficient molecular gas and dust to block starlight travelling through it for any distance. We know this happens because we can "see" dark clouds in the Milky Way, that can be penetrated by longer wavelength radiation to reveal all the billions of Sun-like stars that lie behind them. Roughly speaking, about half the visible light from the Sun will be absorbed every 1000 light years when travelling in the Galactic plane, so it is essentially all absorbed within a few thousand light years.

But most of the Sun's light is not travelling in the direction of the Galactic plane, and interstellar and intergalactic space has a very low density of gas and dust. The equivalent extinction number for the intergalactic medium is that light travels many billions of light years with almost no chance of being absorbed (see Zu et al. 2010). This means that most of the light from the Sun will travel to cosmological distances (billions of light years) over the course of the next billions of years. Indeed light emitted from the Sun shortly after its birth has already travelled 4.5 billion light years. We know this has happened and will happen, because we can observe galaxies (the light from which is nothing more than the summation of light from many stars like the Sun) that are 4.5 billion (and more) light years away.

As the Sunlight travels towards cosmological distances, its wavelength is "stretched" by the expansion of the universe, becoming redder and redder. We know this happens because distant galaxies have redshifted spectra. If the universe keeps expanding, then its density will continue to decrease and there is little to stop the radiation from the Sun travelling on forever, with a wavelength that scales as the scale factor, $a$, of the universe.

If we follow a co-moving and co-expanding cube containing the Sun's radiation as the universe expands. The total radiative energy inside that cube diminishes as $a^{-1}$ - that is, the energy content of the universe in the form of radiation from stars (and other sources) becomes energetically less important as the universe expands and appears to be being superseded by the energy contained in the vacuum itself (a.k.a. dark energy).

In conclusion, most of the energy emitted by the Sun is not "used" for anything; it propagates into space, becoming more and more dilute.

You want nature to be frugal and efficient. You want all the energy of the sun to have a purpose. However what you want nature to be like has no bearing on what it is.

The light from the sun is a colossal amount of energy in human terms, but very minor in comparison to the rest of the universe. The light that didn't fall onto anything left the solar system and was never "used".

The root of your misunderstanding is that you think that the sun has a purpose. It does not. It is a ball of plasma that emits energy.

Entropy is a fundamental condition of our universe, and has been recognized as such since as long ago as Newton's laws of thermodynamics.

Entropy: Order does not increase over time, it decreases, except locally with the expenditure of energy. This expenditure trades off increased disorder elsewhere for increased order locally, and the tradeoff is always negative: The amount of order gained is always smaller than the amount of disorder created.

Each emitted photon either keeps moving until the end of Time as we know it, slowly losing energy as the cosmos expands, or else, it interacts with other particles along the way. However, the notion that those interactions, or the lack of interactions, implies greater and lesser degrees of Utility or of Purpose or of Destiny is a metaphysical one, not an astronomy question or even a physics question.