You're not missing anything there. Theoretically it's possible to model wedge types of fins (often used in scale or military rockets), or those that use plastic fin cans (such as seen in the Guild Heighliner image I posted above), but its really tricky, and I've opted not to do it, and settled for "faking it".
"Air Fins" are the PBTs of fins. They're added to allow someone to recreate the look of the rocket accurately, but are intended to be removed for flight simulations. Lately, I'll use a fin with no decals, or with a common shape to both sides decal that has the right profile (square, rounded, or airfoil), and material, as well as surface (usually smooth paint, or polished) that will be attached to the body tube, or a PBT if necessary due to being attached to a transition. Then I'll create duplicate fin shapes (made of "air", profile airfoil, and with a polished finish) for the decals, these will be offset slightly to prevent the decal image from bleeding through the other side. This way fins, such as those of the Der Red Max, can be shown with accurate decaling. These air fins are attached to a PBT which needs to be deleted for accurate flight characteristics.
What *I* wish for would be a way of turning on or off consideration for flight calculations. If an item is turned off (such as an air fin), it could be there, at any size, shape, thickness, material, weight, surface, or cross section, and wouldn't factored into the math. Basically, it's there for appearance only. Likewise, if an item is turned on (such as an internal tube that has been externalized for some reason (launch lugs on standoffs, etc.)), it is added into the calculations.