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.