Because it doesn’t bend into anything, by definition of Spacetime and the relation between mass and curvature (Einstein's field equations).
The graphical image of a part of an $N$-dimensional space bending into an ($N+1$)-dimensional space is a misleading metaphor from popular science where a massive object modifying the curvature of space-time is (misleadingly) represented by something like a bowling ball placed on a supple diaphragm (like a trampoline) and bending the surface of said trampoline from a quasi 2-dimenensional flat disk into a 3-dimensional funnel-like object.
- Inaccurate (misleading/popular) metaphor:
Spacetime is a concept based on the use of four coordinates (x, y, z, t): a 4 dimensional space, as opposed to the description, based on the (classical, Newtonian) choice of 3 coordinates of space (x, y , z) and 1 (separate, independent) coordinate of time (t).
Using the relativistic description, a planet in free space describes a geodesic which is a straight line, whereas a planet orbiting around another one follows a geodesic which reflects the fact that spacetime is locally affected by gravity (described as curvature).
So the classical description :
« Planet B orbits on an elliptic trajectory in space around planet A, due to the gravitational force between A and B »
Is the equivalent to say:
« The masses of A and B affect spacetime locally around A and B, giving spacetime (not space) a given local curvature function of said masses, in such a way that the projection of the position of A in three dimensions, as a function of time results in an elliptical trajectory »
But in that 4 dimensional description of the phenomenon, at no step in the process does the 4 dimensional spacetime «bend into» anything of a higher order of dimension. The 4 dimensional space does not need a 5th dimension to describe the evolution of systems it is concerned with.