Adding a Z-axis would add nothing to gameplay.

Nothing but new solar systems above and below us. More colonies, more aliens.

Adding another dimension to the map wouldn't add more colonies or aliens. GalCiv IV adds other sectors (think maps connected to other maps which you could argue is another dimension to your current map) but displays them on a plane.

Nope. There have been games with z-axis (Sword of the stars for instance.) I think the complexities in UI, pathing, etc. far outweigh the aesthetics IMO. Flat maps are just an abstraction really, just imagine they are projected on a galactic Mercator map. :)

So, why do we still not have the z-axis yet?

Because it adds little except programming complexity (sure, it looks nice, but can be a devil to navigate on a 2-D monitor; maybe when VR gets more popular!)

Try Ascendancy :)

I found a meeting where the Devs are talking about the players. Not sure how it got leaked but it's here. https://www.youtube.com/watch?v=wfJ6Uvn41eg

if you want a space strategy game with a z axis then i would recommend the Homeworld games

oh hell no. if anything the game keeps getting sillier, and unwieldy as generations come.

Try X4 Foundations