Think about it a bit: We are talking 4 wheels here. If you moved the wheels in the front back, and the ones in back forward, until they were near the center (but still spaced opposite each other), then yes, it would be easier to turn. Heck - if the wheels "merged", then you have the classic differential steered robot (add some casters on the front and back to balance).
Regardless, though, when the robot pivots about its center, those wheels will describe a circle. The closer the wheels are to the line that runs thru the center of the circle, the less drag/skid they will exhibit (and in the case of the classic design, little drag at all - but there will always be some drag, as any wheel that is following a curve, the inner edge /must/ move slower than the outer - and so you have wear; which is why when you car doesn't have proper alignment, your tires are messed up in all sorts of different ways - which is why, even with perfect alignment, you must rotate your tires, to even the wear).
Therefore - if the wheels are going to describe a circle anyhow - with a 4-wheel arrangement, the configuration with the least amount of drag (but more drag than the classic differential two-wheel design, of course) will be where those wheels contact the circle they are describing - which has to be a square (and, again, ideally the wheels could pivot - but as you noted, this would drive up complexity and cost, which I also realized when I posted that originally; I was merely suggesting the ideal way to minimize drag on such a 4-wheel arrangement, irrespective of complexity or cost).
Now - you may wonder why the various skid-steer equipment makers don't make their machines square? Well, it mainly has to do with the purpose of those machines and where they are operated. They are meant to be operated on surfaces with "give" (indeed, the manuals for these machines generally explicitly say not to operate them on concrete, asphalt, or other hard surfaces), so that they can easily slide without taxing the drive and other mechanical components. They are also generally designed to be small, while still carrying a good sized load, and be maneuverable, which limits making them square. Engine layout and other design needs probably also factor into the reason why they aren't square.