Because he is not talking to the viewers of the show. He is talking to his cohosts. Don't you know anything about broadcasting? On Mad Money he talks to his viewers, and looks into the camera 98% of the time. On the Squawks he is talking to his partners beside him.
You do not look directly into the camera unless you wish to speak directly to the viewers. It does not apply to just Cramer, it applies to ALL broadcasters. There's a term for this in broadcasting, I cannot recall it.