Well, we have some polar satellites, and those go 'up/down,' but for the most part, all planets are roughly in the same disc, so that's where we aim our spacecraft. Juno had to move along that path to reach Jupiter, but its orbit is polar, and highly elliptical.

But spacecraft don't go straight, their trajectories curve, and it takes less energy to follow the path of Earth's rotation/orbit than it takes to go perpendicular to it.