Now as you can see, with a 2D world (Only X and Y Used) you can only go on the X axis (Left or right) or the Y Axis (Up or Down) No where else. You may be able to go infront or behind a image thats on the X or Y axis, but you're still stuck to that 2D Plane. You may go behind 1000 Objects. Does not change the fact your stuck on the X or Y/2D Plane.
As you can see, by adding the Z axis, you have now entered the Third Dimension and broke out of the 2D plane (Up, down, left, right) due to being able to go in Depth.
Now this is the level you're talking about, There is no Depth, you are stuck on on the X and Y axis, there is no depth to go through. you may go behind a object, but that object is stuck in a 2D plane.
This is Super mario 3D land, he can jump up to go up in the Y axis, Left or right on the X axis. But he can also go down that path and go further in depth, thus Mario goes in the Z axis. If this was 2D game then he wouldn't be able to go in depth.