Something major I don't understand.

In the episodes where there are guest stars, in some closing credits it is mentioned who played them and other episodes it isn't.

and your question is???

This was in the very early years of TV and there were no specific rules in place yet as far as crediting guest stars. And in those days agents didn't always think to request a credit for their clients. (something which is now standard practice and written into every contract)

Thanks Marvo.

Also, I thought it was obvious what my question was.

In "Lucy's" earliest days, the closing credits rolled over the image of a package of Philip Morris cigarettes. To save money on production, they filmed a new closing with each season (they did the credit rollovers over Jell-O packages and boxes of Cheer and Lilt in later years). The show's announcer (Jerry Hausner and later Roy Rowan) read the guest stars' cast. In syndication, the credits were redone to the "silk heart" background we know and love today, and the readings were sometimes wiped out of the soundtrack.

This method had its drawbacks, however. In revising the closing credits for the 1955-56 season, someone actually misspelled Desi Arnaz's name as "Dezi Arnaz," as in "WILBUR HATCH Conducting the Dezi Arnaz Orchestra."