It's not. But orbits do tend to coalesce around the same plane, this is true. Planets pull on each other, and over time this results in orbits being on a similar plane. However, it's not perfectly flat - there is some variation, just look at Pluto as a good example.
The same orbital mechanics that cause star systems to look this way also translates to galaxies.
In short, stuff likes to stay together, but when said stuff is in motion, they instead form orbits of similar inclination. The rings of Jupiter and Saturn also display this. If I remember correctly, part of that mechanism is called "Sheparding"
And if you were to go what one would consider "up" from this percieved orbital plane, then you'd be going in that direction. There's nothing special, there's just less stuff there. The same orbital mechanics apply, you're just on a much more inclined orbit.