The Real Story

So the official explanation for the Red Rectangle Nebula is that it's surrounded by a thick dust torus that pinches its outflow into cones joined at the point. The gravity of the torus changes what would ordinarily be a spherical shape into this:

I'm more inclined to think it's a wormhole to another region of the galaxy. Since it's 2,300 light-years from Earth, you'll just have to take my word for it.