Imagine that you put a (fictional) gravity shield on the ground, that creates a column of zero gravity above it, extending all the way to space.

If you tried to throw a ball into this column, it would just bounce off, unless it were initially traveling at escape velocity (11 km/s). The column would contain mostly vacuum, because it's connected to space, and air molecules aren't moving fast enough to enter it.

Maybe a wormhole would work the same way. If you want something to travel "upwards", you need to give it a push.