This is legal but somewhat deceptive labeling on the part of manufacturers, likely because some people try to avoid MSG (but see below). Check the ingredients–if they include hydrolyzed soy (or vegetable) protein (HSP), then you’ve got MSG. Seems that MSG is an unavoidable byproduct of the manufacture process for HSP and in fact is the main reason that HSP is added to foods. Let’s face it, there’s no denying that MSG makes many foods taste better.
So why isn’t MSG on the label? It seems that it is not required to list things that are “ingredients of ingredients.” For example, if a product contains milk, the ingredient list does not need to say “milk proteins,” and the same for anchovies and salt.
Now onto the sidebar. Why do some people want to avoid MSG? There’s this fantastical idea that MSG is bad for one’s health, for which there is precisely zero evidence. And some claim to get “Chinese restaurant syndrome” from MSG, a phenomenon that seems to be purely psychological. You can read more here.