That's because you use gravity on that RigidBody.
Gravity (by default) uses the same process of utilizing AddForce (you can simulate the Gravity in unity by having a script with the line this.gameObject.GetComponent<RigidBody>().AddForce(Vector3(0, -9.81, 0), ForceMode.Acceleration);
in FixedUpdate, so you see that Gravity is also a constant force downwards (Y Position), while you add another constant force in the Z Position.
They don't negate each other but add up, which means that you combine both forces, resulting in a forward+downward movement.
You either need to disable Gravity on that RigidBody, set it to be Kinematic after adding force to it once (but then it also ignores collision) or use the action "Set Velocity" (should be equal to AddForce's "Velocity Change") and run that in world space every frame.