No, they should not be like that. New, they are the same shape as the A-pillar, although with a "grained" effect.
These were the ones on my old XR3i. Not bad, but have seen better
The ones on the Cabriolet are immaculate though
It is all to do with UV-protection. The shape of the windscreen naturally lends itself to the suns UV shrinking the plastic trims. If you get a good set, keep them coated with a light silicone spray (once a month is fine). This helps keep them subtle and protected from UV attack.
I may have a set of new ones in the collection somewhere. If I can find them, I will see if they are of use to anyone