Imagine two circles in 2D that repel each other the closest you get them together, like magnets do. In 2D it would look like they're interacting at a distance, but maybe in 3D they're two cylinders that are a bit flexible, that are actually touching at the ends, but not in the 2D plane you're observing. The interaction is "properly physical" in 3D but in the 2D plane it seems magical.
That's a way that I imagine it in 2D vs 3D, so this might be similar in 3D vs ND, where N > 3. Of course this is all baseless speculation, but it seems kinda plausible in my head.
Edit: bad drawing of what I meant: https://imgur.com/362tcHg