Of course, there is the analogous problem in Galilean relativity and in Euclidean geometry.
In Euclidean geometry, the issue is handled by referring to an angle between rays from a common point, which corresponds to an oriented arc of the unit circle that is cut by those rays. Then for slopes with respect to one of the rays, we take the tangent of the angle.
So, in Minkowski spacetime geometry, one has the rapidity that is a oriented arc of the unit hyperbola.
Then for velocities with respect to one of the inertial worldlines, we take the hyperbolic-tangent of the rapidity.
As
@etotheipi says, the velocity vectors are in different spaces.
That is to say, even though we colloquially say that they their relative velocities are in the "same direction" (e.g., relative motion in the x-direction), these spatial-vectors in spacetime [each orthogonal to their corresponding worldline] are not parallel.
Rather, these spacelike vectors are coplanar with the two worldlines.