There are several things that may be at play here.
Tires bulge like a balloon out of the rim. Thus, tire height in general is more than tire width because tire is higher than a half circle. So it is untrue that a 25mm wide tire is 25mm high too.
Firstly, most road tire purchasers look at tire weight and make a purchase decision based on the tire weight. Thus, your current 700x25c tires may actually not be 25mm wide but they may be 23mm wide instead. By selling a 23mm tire as a 25mm tire, the manufacturer is able to make it lighter than its competitors. Soon every manufacturer starts to do this to gain the same benefit of light weight, and we have lots of tires sold with incorrectly marked size. This would mean that 23mm tire is 25mm high, i.e. tire is 8.7% higher than it is wide.
If you take this effect into account, 33mm tire should be about 36mm high.
Cyclocross tire manufacturers do not have as large incentive to sell tires with incorrectly marked size, because cyclocross tire purchasers do not make decision on the weight of the tire.
Secondly, cyclocross tires have knobs. They do not contribute to width but contribute to height. If a 33mm wide tire which is 36mm high has 5.5mm high knobs, the tire total height is 41.5mm.