Hi niko - it should work like you want if you switch to the Top, Front, or Right views after you have placed the first point.

When you draw in any of those ortho views, the points of a curve or polyline that you are drawing will maintain that same height value, also object snaps are projected to that same initial point height when in those views unless you disable it under Options / Snaps / Object snap options / Project to plane in ortho views.

The basic idea is that those 2D views force this kind of 2D planarity to your drawn curves, while the 3D view allows you to do things like pick points more freely in any location.

Otherwise if it were to always do this kind of projection in the 3D view instead of allowing free placement of points, it would not be possible for example to draw a vertical line in z in the 3D view.

- Michael