I'm pretty sure that's not true.
With you being the resident SST expert, I'm surprised you're not aware of this, but yes, JHC (or, in this case, whatever the company was at any given time - Muppets Inc, Jim Henson Productions, et al.) did indeed own the SST Muppets. Remember, Jim was reluctant about merchandising them, because he was concerned CTW would receive all the proceeds and he wouldn't when they were his characters, though they assured him the proceeds would have been split 50/50 between him and CTW.
JHC still owned the SST Muppets while the Classic Muppets bounded from Disney back to JHC to EM.TV, when that happened, the option was available for CTW/SW to buy the rights to the SST Muppets, which they did, and since then, they've owned the rights to them.
First, I don't believe Henson makes the Sesame Muppets anymore. Sesame Workshop makes them.
I think you're a little mixed up there, chief; Jim Henson's Creature Shop DOES still construct and build the SST Muppets, it's the Classic Muppets (Kermit, Piggy, Fozzie, Gonzo, etc.) they don't build anymore, Puppet Heap is responsible for those now.
It's not like Walt Disney and the Disney Corporation. Henson was always a small company, a little more than a Mom and Pop boutique, which is why it was so unique and wonderful. All of the ideas began and ended with Jim Henson. And with all due respect to his kids, they just aren't Jim Henson. They can't be. They carry on his business ethics and enthusiasm for creativity, but Henson was a unique person.
The company also suffered from being passed off so many times in the beginning of the 2000s.
Well, unfortunately too, as creative, imaginative, talented, inventive, and revolutionary as Jim was, he just didn't quite have a knack for business, which was one of the reasons he was selling to Disney in the first place: so another party could handle the business aspect of the company, while he could focus solely on the artistic and creative aspect. But you're right, the fact that it's been bounced around from once company to another hasn't helped matters either.