Robert, what other plug would you suggest Grizzly use?
A NEMA 6-15 male plug is the correct plug for a receptacle serving a 15A, 240V circuit. It is quite standard. As you note, Grizzly specs 15A as the minimum circuit size for that lathe. The plug also fits (and is approved for) a NEMA 6-20 receptacle in a 20A, 240V circuit, probably what most of us use in our shops where we need 220-240V. I think the problem you ran into is trying to make up an
extension cord with NEMA 6-15 plugs. I doubt there's much demand at HD and Lowes for 15A, 220-240V do-it-yourself extension cords. As Roger says, an electrical jobber supply will have the 15A plugs, but since you are using 12 AWG cable anyway, just make up a cord using NEMA 6-20 male and female plugs and plug your lathe into a NEMA 6-20r receptacle. HD stocks plenty of those plugs and receptacles. Have fun with the new lathe!