A polyhedron is just a bunch of faces connected by edges. All the vertices are closed, so there’re no open bits. So there’s no rule that a polyhedron has to be 3D. A grid can also be a polyhedron! In fact, it’s also a regular polyhedron as all its vertices, edges and faces are the same and all its faces are regular.
In the same way, polygon doesn’t have to be 2D!


You can also curl this zigzag into the 3rd dimension, turn it into a loop et voilà – now you’ve got a 3D polygon! This polygon doesn’t have an area anymore, because it doesn’t have an exterior or an interior.