I honestly couldn't find anything that would explain why.
So many stories, so little time.

Since your the only active one here I’m going to bring this up with you…
As the OP pointed out, Rosie didn’t get a credit yet Zsa Zsa does and they were both acting right next to each other during the auction of Carol’s horse scene.
Any ideas for this?
"Please vote to preserve the unique character of Warren…" - Robert Duvall

Yeah, sometimes roles aren't credited based on SAG rules.
Bruce Willis isn't credited in Four Rooms, despite playing a prominent role in the last part of movie, because (I believe) he did it for free as a favor to Tarantino.
So many stories, so little time.

They're cameos, not all cameos get credited. In fact quite a lot of cameos don't get credit.
Dragonzord! Mastodon! Pterodactyl! Triceratops! Saber Toothed Tiger! Tyrannosaurus!

That's a good question. Here is what Wikipedia states:
https://en.wikipedia.org/wiki/Billing_(filmmaking)
"Other unbilled roles feature famous actors or actresses who pop up in a movie as a face in a crowd, a man on a bench, or other 'background' characters, who are given screen time for a brief, but recognizable, moment, such as Bing Crosby and Bob Hope momentarily appearing in a circus audience during The Greatest Show on Earth. They can be recognized, but sometimes are not credited for financial reasons if they receive credit, they would be due payment commensurate with their fame."
So I guess it boils down to money- if they were credited, they'd have to be paid more.