All things decay and have half life time. I don't get what's so mysterious about it. Neutrons have some not well understood structure and that structure is unstable in the dangerous waters of quantum turbulence.
However, in relativity a photon cannot decay: because it travels at the speed of light and has infinite time dilation, it does not subjectively experience the passage of time in which the possibly of decay could exist.
That's the model of photon, not the photon itself. A mathematical photon cannot decay. What prevents a photon from hitting a quantum bump on its way between galaxies and become an electron?