I was disappointed too. There was a rumor that Depp would be in the "Muppets" movie but that doesn't seem to be the case seeing his rare lack of charisma when on screen with Kermit. Keith Richards was just plain arrogant. I mean, Alice Cooper, Ozzie Osborne, David Bowie, Prince, Lady Gaga, Weezer and Steven Tyler are all popular rockers with rather alternative/edgy followings and they all have shown how they can be cool with Muppets. It's no sweat off Kermit. It's really just a lost opportunity for Keith. Of course he wasn't mean so the non-appearance-appearance won't hurt him, but it could have helped him and the Stones gain younger fans with lots of cash to spend on itunes.
Somehow it seems they were more confused than anything that they had Kermit there. At least it was that way to me. Everyone else seemed excited to see that Kermit was there... but I'm guessing Johnny and Keith were just thinking "what's the connection here?" It was more of an aloofness than a "Why is there a puppet here?" But overall it just seems they were kinda out of it at this point.