If an actor wants to make a guest or surprise appearance in a film (as it seems in this case) then it may be for contract reasons they cannot be named.
This may be to stop the promotors saying "starring Fred Smith" when they are only in it for 30 seconds.
Also if it is a bomb the guest actor does not get a reputation for making a set of bad films.
Of course some actors (and writers and directors) want their name left off a film if for some reason they do not agree with the film as it is shown.
If a director makes a 2 hour film and the studio cut 30 minutes out because they feel it runs tool long then the director may remove their name as they feel it is not their work.
They can then release the DVD and call it the Directors cut.
Same with some actors, maybe the did not get on with the director and did not feel their performance was very good, or did not agree with the way the film came out.
In fact the name Alan Smithee is always used for the directors name if they refuse to put their name on the film.
See here for Alan Smithee
http://www.imdb.com/Glossary/A