Imagine a grid in 3D made of pipes smoothed so that it forms one continuous infinite surface. The surface is 2D but it fills 3D space.
Could any surface like this be a solution of Einstein's equations for (2+1)D but actually on the large scale act more like a (3+1)D space?
This doesn't look Ricci flat but perhaps with curvature in space and time it could be made Ricci flat?
One could imagine particles on such a space would act more like being in 3D than in 2D until you got down to short distances.
Why I'm asking is because the dimension of space seems to depend on what scale you're looking at things.