Very true. The whole expansion of the universe into a void which is somehow “not” the universe, is a concept that’s hard for me to assimilate.
This is not implied by a Riemannian ( i.e. curved ) time-space continuum. It can be thought of as "all that there is" just as well as a traditional "flat" time-space continuum.
Conversely, a flat 3-space can be thought of as a slice of a 4-space, and in fact this was a very popular notion in Victorian times as a physical justification of the "spirit world", which shared a universal time measure with familiar 3-space.