Question

Doesn't a rectangular glass slab disperse light?

Answer 1

I think not much, and that is why they are of triangular base. More likely, the effect is magnified by use of the wedge.

Answer 2

When shining through such a slab, any ray will come out parallel to the incoming ray, only very slightly shifted to the side.

This means rays of different colours will not travel in different directions, making it impossible to reach different places on a screen.