We show that attractive spinor Bose-Einstein condensates under the action of spin-orbit coupling (SOC) and Zeeman splitting form self-sustained stable two- and three-dimensional (2D and 3D) states in free space, even when SOC acts in a lower-dimensional form. We find that two-dimensional states are stabilized by one-dimensional (1D) SOC in a broad range of chemical potentials, for atom numbers (or norm of the spinor wave function) exceeding a threshold value, which strongly depends on the SOC strength and vanishes at a critical point. The zero-threshold point is a boundary between single-peaked and striped states, realizing hybrids combining 2D and 1D structural features. In the vicinity of such a point, an asymptotic equation describing the bifurcation of the solitons from linear modes is derived and investigated analytically. We show that striped 3D solitary states are as well stabilized by 2D SOC, albeit in a limited range of chemical potentials and norms.