Leica cameras compensate for lenses' (coded or assigned a code) vignetting and colour shading, but not for distortion.
The 21/3.4 has some distortion, but it's quite small and rarely a problem. The distortion you see is, as noted above, projection distortion and unavoidable in lenses that are very wide angle and are intended to show straight lines as straight.
Ken Rockwell's analysis is hilarious, as is much else of his writing. With respect to 21mm lenses, his main concern seems to be sunstars. Also, his assessment of the old 21/4 is rather off base, as it is definitely a poor performer by today's standards if anything away from the centre is of any importance whatsoever to you.
I've had all of Leica's 21's, and still have the 21/3.4 SE, the 21/1.4, 21/2.8 ASPH and the 16-18-21. Each have their uses, but the SE gets pulled out when the highest performance in good light is needed.
For film, my first choice would be the 21/3.4 SA. But then the specific type of sunstar that KW so desires is not high on my list of photographic achievements. BTW, while it can use 48mm filters, which were fairly common in the 60's, it can also use Series VII which made the filters compatible with the pre-ASPH 35/1.4 and if I used a 50/2 or 90/2.8, the hood of the 35/1.4 with filter in place could be quickly interchanged between the three of them. Very convenient.
Now 46mm is the most common size for Leica, so the 21/3.4 SE fits right in.
Leica M's, Mamiya 6 's and many off topic items