[0] https://antiqueradio.org/art/RCACTC-11ConvergBoardNewRC.jpg
The exact sizes, shapes, and positions of the pigment dot triples (and/or the mask holes) are presumably chosen so that this holds even away from the main axis. Also, the shape of the deflecting field is probably tuned to keep the rays as well-focused as possible. Similarly to how photographic lenses are carefully designed to minimize aberrations and softness even far from the optical axis.
(*) Simplifying a bit by assuming that the beam gets deflected immediately as it leaves the gun, which is of course inaccurate.
As a result monochrome terminal text has this surprising sharpness to it.(surprising if you are used to color displays). But the real visual treat are the long persistence phosphor radar scopes.
Color composite video, as far as I understand, does have a limit to the horizontal resolution because in all three standards the color information is encoded as a high-frequency signal added to the main (luminance) one, so that frequency is your upper limit on how quickly the luminance can change.
S-video, VGA, and component should, in theory, allow infinite horizontal resolution and color.