I have always wondered, though, if it is not even in this dimension or plane of existence, then why is mentioned as being "above" or "in the sky?" In most cultures, heaven is generally seen as "up," (Even though there is no actual "up" for a round Earth.)
The reasons we come up for this are inevitably going to be speculative, but I'll start by pointing out that all mythology is rife with symbolism. The meanings of these symbols are often cultural, and they often derive from the deep emotional responses we have to things as human beings.
Looking at things from the lens of Abrahamic mythos since that is where we see the idea of Heaven, their god-concept is primarily transcendent. The stories they tell posit a division between matter and spirit, the mundane and the sacred. This-world is matter and mundane. Linguistically, when we speak of something being "above" or "higher" it carries connotations of being superior or better. Abrahamic mythos typically considers the spirit/sacred to be above the matter/mundane. Symbolically, it therefore makes sense to conceptualize a spirit-based afterlife as being "above" the material world, as it represents a higher state of being.
The symbolism of "above" and "higher" and the sky extends well beyond Abrahamic mythos and the idea of Heaven, though. But speaking for a moment of those deep emotional responses that often govern the symbolic language mythology uses to talk about the world, I've an experience for you all:
Find a location nearby where you can lay down on the ground and stare up into the sky. There should be minimal distractions in this environment, and the view of the sky should be clear - nothing blocking your view of the sky. If you have skill in meditation, it will help with this experience tremendously, because as you lay down on the ground, you need to clear your mind and set aside the concerns of your mundane life. Just lay there on a nice day and stare up at the sky. Really look at it.
Feel it. Pay attention to how it makes you
feel.
When you experience that sensation of the sky swallowing you up... when you experience the sheer bigness and greatness of it... you will have gnosis about why sky and up symbolism often is as it is in the mythologies of the world's religions. Even more so if you have the fortune of living in a place without light pollution and can do this same exercise by night.