Ok so the controls work with local space, so even though the World Z is always up, the local Z might not be aligned.
Are you animating the Body control or the Root control?
Either way, you will often encounter controls that have a different orientation to the world. So world Z (up) might be local Y, or similar.
It might be a little confusing but give this lesson another watch
https://cgcookie.com/course/fundamentals-of-animation-in-blender-2-8x
I hope it starts to make sense.
