The museum idea has been considered and rejected apparently. I don't know how anyone can say Jim would never have done this when a) he wanted to move Henson to LA himself, and b) he was never alive through a real down period for the brand and an economic recession like this generally. Jim did plenty of things for the money when it made sense for the company (allowed licensing of Sesame characters to get the cash to make the fantasy films, made TMS in England when that was the only deal on the table etc). If it was a case of saving a few buildings or saving the Muppets I think he would have chosen the latter.
I really don't think people realise how unstable the future is for the Henson Company right now, it's pretty serious. If they do all this stuff now, get the brand and company together and find a way to run it successfully longterm on a budget there is a good chance they will still be around in a few years time. If for any reason it doesn't work out or things get worse they will either be selling the company again, or if the kids do want to keep the Muppets the next step would be to dissolve the Henson Company entirely, lay off everybody, sell Chaplin and just hold onto the puppets, rights and library. That way they would still make money from distribution and licensing but wouldn't have as many running costs as they do now. If that ever happens we would see the actual puppets a lot less, either they'd be retired or if they wanted to make any new programming they'd have to commison another company to make it or hire in a freelance team. So it's not like they have just casually decided to sell up in NY, they have no other choice right now.