Insulin stimulates glycogenesis in both liver and in muscles. Epinephrine stimulates glycogenolysis in both liver and muscles. But glucagon stimulates glycogenolysis in liver only. Why is this so?
Glucagon needs glucagon receptors to have an effect on the tissue or organ in question, and your answer can be found there. Glucagon receptors are found in the liver, like you say, but they're also found in other tissues like intestinal smooth muscle, and brain tissue (http://www.glucagon.com/glucagonreceptor.html) - but, crucially, not in skeletal muscle. So glucagon-stimulated glycogenolysis isn't actually restricted to the liver, it's also found elsewhere. Liver-based glycogenolysis has a significant role in blood-sugar control though, so it's often only the liver that gets mentioned.