What would cause it to do that? Only thing I can think of is gravity, no? That would imply there’s something in the middle that keeps everything from straying too far?

Or do you simply mean that our perception of space is limited and we simply can’t perceive it properly and thus we’d go in one direction and end up back where we started? But if that’s the case, it means we’ve also misunderstood light? Doesn’t it go infinitely? So shouldn’t there be a light source that reaches us from different directions?