This is a physical property of magnetic fields. Magnetic fields are vector quantities, meaning they have both a magnitude and a direction. Many measurable physical phenomena are described in terms of scalar quantities, which have only a magnitude. An example of a scalar quantity is temperature; temperature has a magnitude (which you can measure with a thermometer), but no direction.
On the other hand, magnetic fields are directional. In a magnet, the magnetic field vector always points from the north pole to the south pole. In the space around the magnet, the vectors vary in both direction and magnitude. This is the behavior you see when you dump iron filings around a bar magnet, for example. Vector quantities which vary in space are known as fields; thus we have the term magnetic field for the vector field surrounding a magnet.