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Mapping 2D to 3D

I'd recommend you try to be more precise.
The volcano dataset does *not* use geom_contour.
However, the help file for the volcano dataset, does use the
filled.contour function, in its example.
If I hadn't read the rest of this thread, I wouldn't know what you
meant by "maps" a heatmap.

The kde2d function returns a list, containing a density matrix.
(As per my previous post).

The plotting functions, compute the density via the above density
estimation function, and then plot that density, in some form.

I suppose you could say the plotting functions map observations to
density estimates, then map the density estimates to contours and/or
other graphic data, and then map the graphic data to a plot, which is
seen by a user...
...but it's probably easier to just say plot the density.
It's rare in probability theory to refer to density as a "variable".
(Which is relevant because density estimates are estimates of
probability distributions).

However, it is common in computer graphics and geometry, to use "z"
for a "third variable".
And in applied statistics and data science, "variable" could mean anything...
So, be careful there...

Based on your posts, I take it you want to plot a function of two
variables (or plot a matrix of values), using a 2d plot.

There are a number of options here.

Contour plots.
Filled contour plots.
Heatmaps.
Plots using hex/other binning.
Maybe others...?

Additionally, there are 3d plots, such as surface plots.

And I note that it's possible to plot contour lines on top of
color-filled contours or heatmaps.