Why do bubbles naturally always end up as spheres instead of cubes or some other shape? Even though wormholes as discussed aren't real, geometric and physical optimizations of energy are going to push for a 'natural' shape so long as there isn't concerted effort and energy to retain an unnatural, unoptimized shape.
Regarding the curved space, I think you bring an interesting observation. Instead of a flat sided sphere, it's still a sphere, but the curve that connects the two spaces has Radius = 0 (the spaces are touching, no tunnel needed), so there wouldn't be any distorted curved space to traverse.
However, to conserve matter, this idea requires the hole to be infinitesimally small (or tiny with a negligible tunnel), which explains why we don't see wormholes in real life