In the very first episode, Gordon's very first words to Sally were: "You're gonna love Sesame Street, Sally. EVERYTHING happens here!" We see Muppets and monsters interacting with the kids and the grown-ups, but after 15 years, the grownups still stubbornly refuse to believe that Snuffy could possibly exist. So right away, Snuffy was not part of "EVERYTHING".
I remember one episode towards the end of the "just missed Snuffy" saga, where all the adults were still dismissing Big Bird.
Susan: "Can you PROVE he's real?"
Big Bird: "Can you prove he's NOT???"
And for once, the normally level-headed Susan was stuck for an answer.
It always seemed to unsettle me. With all the other wonderful things that have occurred on the street, and even using the power of imagination to help some things become real, none of the grownups would give Big Bird the tiniest bit of slack, to even consider "Well, maybe he COULD be real".
So it was satisfying when Snuffy finally did get revealed.