Correct me if I'm wrong, but I don't think that imaginary numbers exist in a dimension with any sort of fixed spatial relation to real numbers. Isn't the fact that we chose to graph the imaginary axis perpendicular to the real axis on the complex plane simply arbitrary? Or maybe better described as "a functional way to visually plot the negative root component of a number."
My understanding is that visualizing the imaginary portion of complex numbers on a spatial plane with perpendicular axes also just happened to get a convenient 90 degree rotation by multiplying by i, and rotations like this just happen to show up all over nature. For example, the wave function they mention in the video, where they say it has an "imaginary component," seems like complete bullshit to me. You could write a program with real numbers in order to graph that wave...in fact I guarantee that's how a technical artist visualized it. In fact, it's the same with the Mandelbrot set, which supposedly "exists on the complex plane." No...it doesn't. It just happens that if you describe the arbitrary rotation operation that is performed in order to define whether or not a coordinate falls within the Mandelbrot set or not, the rotation from the way we've chosen to graph the complex plane means the equation can be written very concisely like this.