Anti-Stratfordians have argued this was used to indicate that William Shakespeare did not write these pieces and that another writer did them using the name of Shakespeare as a cover. Each of the groups then proposes a candidate, or more then one, that did write the piece. However they never credit William Shakespeare of Stratford with the writing of them, even if he was working with someone else on them.
However I think we can now pin the origin of the use of the hyphen on Shakespeare's name to one man. That of Ben Jonson.
We can do this because he had his own works printed before Shakespeare died. On January 20 1616, Ben had his book entered in the Stationers Register.
It gives us massive clues about William, because Ben says when the plays were first performed and gives a list of the actors. But the actors names are not in the same order for each play.
For example Every Man In his Humor dated to 1598, Shakespeare is top of the list. Yet on another play he is fifth place. This to me implies that Shakespeare was the top actor or the main star of the piece and not on the other play.
Some of course don't carry Shakespeare's name at all.
But one play in question where he is not top billing called Sejanus His Fall, on the cast list splits Shakespeare's name with a hyphen.
However it is also known that Ben admits that he did not write this piece alone. As this taken from Wikipedia shows:
"Jonson's epistle "To the Readers" in the 1605 quarto states that an unnamed author had "good share" in the version of the play which was performed on the public stage:
Lastly I would inform you that this book, in all numbers, is not the same with that which was acted on the public stage, wherein a second pen had good share; in place of which, I have rather chosen to put weaker (and no doubt less pleasing) of mine own, than to defraud so happy a genius of his right by my loathed usurpation".The fact that Jonson doesn't want to name the person leaves him with a problem. To find a way to name the person without doing so publicly. Since he does not use the hyphen on the previous play, it's clear to me that Jonson used it here on Sejanus to indicate that William Shakespeare was the joint writer with him.
The fact that Jonson used this publicly gives us a massive clue to the fact that it was his way of acknowledging a joint work by Shakespeare. Even if he was not the other writer. For as we have seen the Sonnets also carry this "Shake-speare". And we know Ben wasn't the joint writer on those. The above information gives me a massive clue that Jonson was the person that had the Sonnets published and the hyphen was his way of showing that Queen Elizabeth was the other writer of them. Though even though she was dead when they were published in 1609, he dare not use her name on them.
As for any other plays that use a hyphen on Shakespeare's name, it is very clear to me that Ben Jonson had these published, or was somehow connected with them. And that he knew they were joint works with William Shakespeare. Of course the problem is we do not know who the other writers were on these works. But they probably could be worked out.
We do not to look far as to why Ben Jonson wanted to publish these things by Shakespeare. As he tells us he worshiped the man. He wasn't going to let William Shakespeare's modesty, or principles stop the world from knowing about William Shakespeare. And I think thanks largely to him we do know about Shakespeare. But having said that he was also responsible for a great deal of the confusion about Shakespeare. However most of that was caused by William Shakespeare trying to hide from the world and protect himself and other people.