Umm that is not the point of the picture. Look at just the connector (not all the plastic crap around it). HDMI is by far larger.
As for your comparing it to USB that is another fail. HDMI are roughly about 2 times the sides a of USB port. and they go in 2 times deeper than a US port.
I mention the plastic because it would not be uncommon for someone to use an unfair comparison on these boards. Of course I see that the mini display is still smaller, but it seemed to me he was trying to exaggerate the size of HDMI.
Take a good look at an HDMI cable next to USB (I gave up trying to get a picture I don't have a steady enough hand). The HDMI is almost exactly the same height and by my estimation one and a quarter times the width. And the USB connector is about one and a third times the length, or to use your words, goes in one and a third times deeper. The differences are not so great, and I have never, ever heard anyone complain about their USB connector being too big.
Looking more closely at that picture and my own HDMI cable they don't seem to be the same. Unless there are male and female connectors, or different regional standards?