Thanks for asking!
You forget -ger and -gue, as in "astrologer," and "ideologue!"
The truth is, the -g- is actually not part of the suffix, but part of the root. So what you actually have is "theolog.ian," "anthropolog.ist," "astrolog.er," and "ideo.logue." (That last one is a little odd because it's obsolete now, and rare.) It's the result of combining the Greek root "logos" with various other endings.
These suffixes are not, in my opinion, always governed by a predictable rule. Often you can run into alternative forms that use different suffixes--I have heard both "philologer" and "philologist," for example (though I believe "philologer" is the generally preferred choice.) The suffixes -er and -ist are alternative forms indicating, in these contexts, an individual. -er is Germanic and -ist comes from French, but which is selected doesn't relate to the origins of the other roots in the words, in this case, since 'logos' is Greek! These are the same suffixes found in "keeper," "maker," "abolitionist." One COULD make the argument -er usually indicates "a person who does X" where X is denoted by the preceding root, as in "keeper," or 'a person who keeps,' while -ist is related to -ism, which means "a state of being, belief, or system of beliefs centered around X" where X is denoted by the preceding root, which yields the meaning 'a person who subscribes to a state, belief, or system of beliefs centered around X," as in "eventist," one whose schema of belief and action are centered around "events" as opposed to continuous action. However, in practice, they are more or less interchangeable. An anthropologist is someone who does anthropology, and a philologer is someone who does philology. Which ending wins out in the end seems like a matter of popular acceptance rather than predictable, rule-based derivation. (As with philology/philologer.)
The suffix -ian is slightly different. It has the same function as -an and usually denotes an adjective, as in "Orwellian," but can also denote an individual, as in "Washingtonian," or presumably, "theologian." Again, since -ian is a bit of a standout here, one could assume that it's adoption in words like "theologian," is more a matter of tradition than a matter of rule-based derivation. The word "theologian" was coined much earlier than the comparatively recent "anthropologist," when the use of -ian/-an to denote "a practitioner of X" was more common. (Some sources indicate that "theologian" won out over it's contemporary alternative "theologue!") If the word were coined in the last twenty years, I'd be willing to guess it would have been coined as "theologist."
That's a long answer to a short question. The short version is that the suffixes alternate more ore less freely and which suffix ultimately "sticks," seems to be a result of tradition and popular usage more than derivation.
Hope that helps!