I am a fan of the comedy series Green Acres and in one episode a talking horse features. The horse tells dodgy salesman Mr. Haney that he "was on television" and that he "was Mr. Fred" - note Fred instead of Ed. I wonder if saying "Mr. Fred" was just a spoof, or whether in those days it wasn't appropriate to name one show in another - which is strange as Mr. Ed was produced by Filmways, who also made Green Acres.
I also remember seeing The Brady Bunch years ago and in one episode the oldest daughter Marcia meets Desi Arnaz Jr. Marcia said to him that she "watches him on The Lucy Show" - but Desi Jr. wasn't in The Lucy Show, but Here's Lucy. This makes me think even more that for some reason TV writers and producers didn't like to properly name other comedy shows.