The beams of the different colors of my CS-2000RGB laser appear to be slightly different in shape. Is there a defect?

No, there is no error: As there are different technologies used to create laser light in different colors, the results are slightly different in cheaper projectors (this, however, applies for all cheaper projectors in the market worldwide).

As the color mixing is done RGB, there are three laser modules inside the unit: red, green and blue.

The red laser is a diode solution with 635nm, which usually has a square-shaped beam.
The green laser is rather thin and well-shaped round, as it is DPSS technology.
The blue laser again is a diode solution, that emits in kind of a rectangle shape.

The differences only become visible over longer distances. As the CS units are normally used in Clubs or Discotheques, those small differences don't bother.