Cry For Freedom did have lyrics - in fact I believe they were only one of two lyrics that Chris Collins wrote (the other being the original lyrics to Afterlife). You can hear a recording of CFF with lyrics on bootlegs of both the 9/25/86 and 10/25/86 shows, which are in circulation.
You are correct. In fact, the lyrics for Cry For Freedom were only done shortly after the original 6-track Majesty Demos tape was recorded. If it had been done earlier, it would have been on there, and the lyrics sheet included with the Majesty demos would mean we'd know what the lyrics are(Which is still not the case, despite the two '86 shows being in circulation for years; I dare anyone to figure out what he's saying).
As for why Resurrection of Ernie never had lyrics, I think it was a song that they just never completed. Purely speculation on my part, but I'd imagine that they felt that the other material that they were working on at the time was stronger, and so never followed thru with completing it. I'd imagine that they had similar feelings for why CFF didn't make it on to WDaDU, nor any of the original 86 Majesty demo songs.
Personally, I like both tracks, altho neither would make my top 20 list or maybe even my top 50 list (I've never made such lists and don't plan on it, so I'm just guessing).
This song, like The School Song from the Majesty Demos, had this one demo put together, and then was never revisited or even fully finished instrumentally. Its title is simply its instrumental working title, since they never came up with a better name for it.
As for why neither was on WDADU, it was down to time restraints. Apparently, both of these(Although possibly just CFF) along with A Vision '89, and possibly also To Live Forever, were all planned to go on the album(And in fact, those last two were even performed live with Charlie a few times), but they had 4 weeks to record, mix, and master the album, so they barely had enough time to record the material they did end up putting on it.