Notice that the treasure cards that give a variable amount of money (Diadem, Philospoher's Stone), or do something that's not really about giving money (Horn of Plenty) start with "When you play this", because it is unusual for a treasure to have anything to execute when it's played, usually you just look at the big printed coin amount on it.
The rulebook says this about playing Action cards:
Playing an Action card has three steps: announcing it; moving it to the "in play" area - the table space in front of you; and following the instructions on it, in order, top to bottom. If the card has a dividing line (e.g. Moat), you stop there; instructions below the line happen at some other time (indicated).
For playing treasure the description is simpler:
You play one by moving it to the "in play" area; you probably will not announce your Treasures, though you can if you want. The Treasures have no text, just a big coin with a number on it.
So for Treasures the rulebook says they have no text, so the "When you play this" text was put on the ones that actually do have text. For Action cards the assumption is that of course they'll do something when you play them (othwiser why bother to get them, even the Ruins have a marginal effect), so the "When you play this" is left out and put into the rules, as seen above.