There are two reasons - it depends on the project. In television, the productions are so small that set dressers normally don't receive a screen credit. The exception here can be reality TV shows. Ryan did receive screen credit as a prop master on VH-1's "In Search of the Partridge Family".
In movies, set dressers may receive screen credit but he is often a "day player" which means he is only working on the film a short period of time. He has worked on the movies Blow, One True Thing, The Fantasticks and Elizabethtown in this capacity. Vital to production but not receiving a screen credit. However, with the movie Mr. Woodcock (due to be released in 2006), he may be receiving a screen credit.