It is simple.
Light always travels in a straight line and if a lens is present it would diverge or converge ( in a straight line ) accordingly.
The question is why no other shape like maybe a hemisphere or a paraboloid ?
Now let me ask the question, have you seen such thing?
Check out this diagram to make everything clear.
If the beam of light increases in width ( diverging beam) linearly with distance. It is because all the particles scatter equally in all directions and some of them reach your eyes and this reveals the shape of the beam. The adjacent particles does the same and so on.
Therefore you can also see the light getting more and more diffused linearly as more and more light is scattered.
It also depends on the refractive index of the medium where the incident light ray will either move closer to the normal or move further. Again this would lead to a conically diverging beam.
This is to be noted that the colloidal solution does not affect the shape of the beam of light ( converging or diverging ).
This is also evident from your diagram.
From your question I feel that you think that the colloidal solution is responsible for the cone shape, it is not so. It is simply the geometry of the light rays
What the solution does is scatter the light in all directions and makes the "beam" visible. A straight beam of light in perfect vacuum would not be visible as a stalk of light ( that we see when light enters a dark room thought a window )