Madeira - VOR/DME RW 05 Approach problems..

Hello everyone, I have a minor problem with this approach..
I know how the FMC works and how to do an approach, but what I don't get with this, is that the waypoints for the VOR/DME RW 05 does not line me up with the runway. Instead, at the last waypoint before the runway I am parallel with the runway which lies on the right about 1-2 nm.

I have the latest AIRAC version, am I REALLY supposed to fly the last bit lining me up with the runway because that would be pretty unimaginable to me as you will have to take a sharp 180 right turn about 3 nm out.

I remember in FS2004 with the PMDG 737, it would have waypoints aaall the way to the runway till about 1 nm out!

Gelo and Rosario were the waypoints if I remember correctly..

Where are they now?? Am I supposed to plot them into the FMC myself with help from charts or did I miss something??