I first heard about this appearance when Tough Pigs posted about it on Facebook, saying that every Sesame Street Muppet was in it. I jokingly asked about a few who I really wouldn't have expected, and then they gave a confirmation answer which I couldn't really tell whether it was sarcastic or not. Then the first post here said that "just about all the characters appeared", so I thought it must be true.
Then I saw the clip. I figured the places that said basically everyone appeared meant all of the current main characters, but even then there are current characters missing. No Oscar, Grover, Rosita, Baby Bear, don't think Zoe appeared.
Interestingly, the guest hosts' last name is Henson, and she played a character called Cookie on another show, but I also read on Muppet Wiki that the musicial guests were a band or group called Mumford and Sons. With that in mind, it's a shame that The Amazing Mumford didn't appear. There is the fact that Matt Vogel (or anyone) has not yet vocally performed Mumford, but still would have been great.
This also seems to be the first Muppet surprise appearance since 2004 to be really random. Cookie Monster's appearance came when there was a campaign to let him host, we all expected the Muppets to show up when Jason Segel hosted the week before The Muppets came to theaters, and Big Bird's appearance came when he was mentioned by Mitt Romney. But this one seems like something people couldn't have anticipated (the same could be said about Big Bird's appearance, people probably expected a Big Bird joke but not the actual character).