Actually they do have a draft. The bricks are designed so you don't notice it, both by the draft angle being quite small, and the parting line is moved up slightly so by the time you get to the bottom of the brick you're back to the original width.

https://medium.com/@bsather/breaking-down-the-perfect-design...

I was annoyed at this one time so I took two legos and put them under the microscope. I couldn’t see it. Which is just to say how fucking tiny the scales are here.

For production parts we’re looking at drafts around 3 degrees. Which is… not what they have even considering the tuck back in!