Good question, and something worth meditating upon.
We take the image of “Heaven” as being a celestial throne because of the Latin - “qui est in caelis”, which is an interesting word because (1) It is derived from the word for “sky”, caelum, (2) it also means “chisel” and (3) it is plural.
So I’m inclined to embrace a more generous view of “heaven” as being other than the area - however defined - surrounding the Lord’s Throne Room (Rev 4:1), at least in this prayer. The idea of Heaven as a place strikes me as being more necessary for those who obey the Lord, than for the Lord Himself. It is a place for Him to be worshipped, and adored, and therein to dwell with those who have entered, and it is necessary that Heaven is a place in order to separate those who love the Lord from those who do not (Mt 25:31-46).
But the Lord’s Prayer is not being apocalyptic - it is a means of speaking to the One who is always with us (Mt 28:20). It is not incorrect to say that we’re addressing God in His Throne Room - this is precisely why the Lord’s Prayer is placed during the Eucharistic Liturgy, rather than in the Liturgy of the Word. Even though Scripture transmits the Lord’s Prayer, it is during the Eucharistic Feast that we are standing within the presence of the Lord’s Throne, and so it is fitting to offer a prayer to the Father in Heaven as we enjoy that presence of Heaven. But yes, the meaning of “in Heaven” is more broad than that.
A priest at our former parish told us that the original phrase that we translate as “in Heaven” is really “in secret” or “in a most intimate place in our hearts”. As the first poster noted, d’bwashmaja is hard to translate but the notion of the Lord God surrounding us resonates here.
These are good things to meditate upon, and I find it fruitful to play with the words of hte Lord’s Prayer as I drive -
“My Father, who dwells within me and within everywhere that there is Love, may I honor you this day”, etc.