Question

why is lithium chloride is soluble in pyridine and caesium chloride is not

Answer 1

Since solvation energy of Lithium chloride is higher than that of Cesium chloride ,thus Lithium chloride is soluble in solvents such as Pyridine .

Solvation energy is the amount of energy released when one mole of substance combine with the solvent or gets solvated in the solvent.Thus instead of high lattice energy in case of Lithium chloride it gets Soluble in pyridine.
While in case of Cesium chloride solvation energy can not overtake lattice enthalpy and thus it remains insoluble.