Dan Bartlett asked this question on comets-ml and I had convinced myself that the expected probability distribution of inclinations for objects arriving from random directions was uniform. I was wrong. It is actually proportional to sin(i) so the most probable inclination is 90 degrees and the least probable is 0/180 degrees. You can see this sinusoidal distribution in the inclinations of long-period comets wince these come from random directions.
I think interstellar comets should be similar with a slight bias towards our direction of travel. 3I/ATLAS has an inclination of 175 deg which is quite unlikely, 1I and 2I were 123 and 44 deg respectively. We need a lot more interstellar comets to get some good statistics though. Vera-Rubin may help with that.