In the context of traveling, I have heard of and used the phrase "coming down" when referring to a journey from one place to another place that is further south. Perhaps, it's because I have always related the "down" part to "from north to south". For example:
My cousin in New York is coming down to visit me (in Atlanta) next week.
Recently, a friend of mine used the phrase to refer to any journey regardless of the direction of travel. For example:
She is coming down from Miami to join us in Atlanta.
Is the phrase used only to refer to traveling south? Or is it not related to the direction?