from a search, it appears that this is already known, but there is no ticket for it.
This behavior is very unintuitive, the selector @e[dy=5] is equivalent to @e[distance=0], and it took a lot of experimentation to figure out why
Either it should be a syntax error to specify one or two of dx,dy,dz without all three, so you cannot get this unintuitive behavior, or dx,dy,dz should default to infinity, which would make them more cohesive
I don't like creating another ticket so similar to my previous one so soon, but I discovered this while testing that one, and it is a different issue.
say @e[dy=5]will find anything that exists in a 1x5x1 grid-aligned column with the bottom at the command execution position. Not going to comment on the validity of this ticket either way.