They are set crooked to make the die blades slide under the roller more easily. You line up your fabric's grain with the lines of the die blades, not with the sides of the die.
Think about a square. If the blades are set straight into the die, when you roll the entire front blade will be cutting fabric at the same time. When that same die is angled, there is pressure on only a portion of the front blade at any given moment in time. Makes it easier to crank through.