It's not the rights on the original recordings aka masters. It's the pubilshing rights. When clearing rights for songs used in a tv show such as this, you have to clear (usually) two things: 1) publishing rights and 2) master recording.
McCartney wrote LALD and Dylan wrote KOHD, compositions NOT written by Axl or any other member of GNR. Therefore, if Macca or Dylan's publishing says ok, as well as the label (Universal) saying okay on the masters, then that's why those songs were used.
Perhaps the publishers for GNR said 'no' on songs you would think of hearing (WTTJ, SCOM, PC, etc.). As to why......