I don't think there's really a whole ton to say on this subject. The lamp looks like that because that's what lamps looked like. The typical premodern oil lamp, before the advent of the kerosene lamp, was composed of a large reservoir to contain the oil (sometimes open, but typically with a lid), a handle so that you could carry it without burning your hand off, often a base, and some kind of spout for the wick:

• A typical Roman lamp. The hole in the lid is a fill-hole, a little hole through which new oil could be poured without having to remove the lid. These are among our most common terracotta finds throughout the Mediterranean

• A nicely decorated Persian example. Examples like the one in the Disney cartoon, with the elongated spout and high base, are fairly common in the Near East

• The most primitive type of oil lamp is the saucer-type lamp, such as this one that was found in the Norse settlement at Shetland. These are basically dishes into which oil is poured, with the wick essentially just dropped into the middle. These sorts of lamps were also not really particularly portable. Obviously having a handle and spout is much to be preferred.