Yes, actually, some players had thicker spindles.

So here's the story, at least as far as I understood it... 45s were created during a format war between Columbia records and RCA, a la betamax VS VHS, cd/dvd vs laser disc, or Blu-ray vs HD DVD. RCA's 45s were designed to compete against Columbia's 33s as both of them fought to create a sturdier successor to the old shellac 78 designs and bring a more reliable standard to the industry.

The larger hole was claimed to be a design feature that gave the records more stability, but really, RCA just wanted to make them incompatible with other players...

In the end, 33 LPs won. Turns out, people and musicians wanted whole albums, not just singles. Whoda thunk? However, 45s ended up being perfect for jukebox players. Plus, we got those nifty convertors, also called a spider, that ultimately made it so it didn't matter as long as your player had a speed setting.

Fun fact, my first record player ever was actually a Fisher Price, and if you look, it's got a built-in 45 adaptor that just popped up when you pressed it. It sounded about as good as you would expect, but I loved it.

I'm gonna go feel old now...