I didn't realize this as a child, but the Muppets have no actual "canon", continuity or storyline. No movie is related to eachother, even if now and then a special will reference something from a movie.
See, in the new film they acknowledge all previous films/shows/specials as simply stuff the Muppets acted in. So there cannot be a canon related to the past. But even this film is not the real world, but a self contained meta-continuity within itself
Kermit and Piggy never got married. Gonzo is not an alien. I think one of the only true to canon things is Rowlf has had a hard time getting work. But nothing from the tv shows, films or specials should be considered canon.