Altium: Connecting routes through different layers
Vias don't connect to the internal plans unless you have connected it to the net. 

Example :

Stack Up :  Top layer - Signal Layer - Internal Plane - Bottom Layer

Let's Say Internal Plane is GND. If you place a via from top to bottom which is connected to a Net_17, then clearance around the via will be seen in INTERNAL PLANE. Hence the via will not be connected in any of the internal layers. Just Top and Bottom. Altium is very powerful  and sophisticated tool. Just set the Design rules accordingly.

You need to set Clearance rule in the Design Rules

 

As you can see the via is from top to bottom and connected to GND net and GND is the internal plane. The major blue you see is the polygon fill on the bottom layer and polygon is connected to VCC. Clearance is noticeable around the via which can be customized through Clearance rule