It's not just 445nm diodes. It's because these diodes are multimode as opposed to singlemode diodes which give an oval spot that could be compared to TEM00. Multimode diodes allow for much higher power levels than would be possible with singlemode designs. These are actually some of the nicest looking multimode diodes.. just think how you'd feel with this coming out of your laser:
(pic by FrothyChimp)
This is a multimode 650nm red laser. Many multimode diodes produce this kind of output which yields far worse divergence, so you can see that these 445nm are actually not all that bad.
Yes, you are correct that there is no way to easily correct the output of your portable 445nm laser without heavy losses. This is the only build I've seen that comes anywhere close:
http://laserpointerforums.com/f65/445ld-anamorphic-prisms-jayrob-diy-52334.html