Mostly base grains and flaked grains-like flaked wheat--need to be mashed. You're right that crystal does not need mashed. The starches have already been converted by the maltster and you only need to steep these grains. I can think of no good reason, other than simplicity when doing all grain, for putting them in the mash.
The only reason I can think of for it telling you to do a mash with these is that it is a partial mash recipe calling for the pale malt to be mashed--which it needs--and they tell you to just throw the crystal in there for ease. However, if the 2 row isn't needed for the recipe and is only being included to convert the crystal then there is a problem with the recipe, because crystal doesn't need conversion.
If you mash the 2 row it is easier and saves you a step to throw the crystal in with it. It will work like a steep and extract the sugars from the crystal.