That's a trick of perspective. The estimated orbital elements [1] show an inclination of roughly 45 degrees between the object and the ecliptic. If you click the link in the tweet, you can rotate the model and see for yourself.

The orbital plane of the solar system is not aligned in any special orientation relative to nearby stars or the Milky Way, so we would expect interstellar objects to arrive from all directions with equal probability.

[1]: https://twitter.com/AscendingNode/status/1171845027099795456