""The Rocket" by David Baker say Nitrogen Tetroxide ... is injected
into
the SRB nozzle to change the shockwave pattern and therefore the
exhaust
plume to give a limited thrust-vectoring for steering. "

So maybe that's it!

Maybe that's it. If you look at an old Redstone rocket you see those
two metal-plate (and movable) thrust deflectors placed directly in the
exhaust at 90 degree angles from one another. That separates the
exhaust into four quadrants and would cause this effect of the "X"
shaped exhaust I'm guessing.

What do you other rocket guys think?

Bill