The (approximately) cone-shaped engine nozzles are necessary for the exahust to expand properly and produce as much thrust as possible. And as already mentioned, the expanding gas more than fills the space behind the rocket, so a teardrop tail is pointless.
As far as aerodynamics for the rest of the rocket, it just doesn't spend that much time in the thicker parts of the atmosphere. For instance, a Saturn V was at 25 km just 90 seconds after launch:
https://upload.wikimedia.org/wikiped...ectory.pdf.jpg