I don't have a problem with Gonzo being an alien, but I still prefer to refer to him as a whatever. I think it suits him better, quite honestly.
And I definitely do like MFS. Granted, it's at the bottom of my list of favorite Muppet movies, but I'd still much rather watch MFS than almost any other movie out there. I know it's quirky and different, but I think it's fun and it's got some great humor to it. Plus, ever since I was a kid, my favorite duo has always been Rizzo and Gonzo, and this movie's chalk full of great moments between the two. And Bobo and Jeffrey Tambor are pretty hilarious as well.