Ok I apologize for not being quite clear.
There are two different kinds of shadows:

1. The shadow you mention in your comment which is caused by the earth when sun and moon are on opposite sites of the earth. This shadow is as you acknowledge always round.
2. The shadow you mention in your post which as you said cuts the moon right at the center:
   
   This shadow is not caused by the earth, but by the moon itself. The side of the moon that is facing the sun blocks the light for other half.