Recently on Muppet Wiki, I started a page for Sesame Street inserts shot on location. I've heard that a season 10 press release talks about how they shot so many inserts on location in New York City that season, but it wasn't exactly new. I found that quite a few on-location pieces first aired in season 8 (and a handful in earlier seasons).
But as I was looking at what all segments have been listed and the first episodes they aired in (which doesn't always reflect production season), it seems like between seasons 8 and, let's say, 15, they usually did on-location inserts in seasons that didn't have traveling stroyarcs. No on-location inserts in seasons 9 (which had the Hawaii arc) or 11 (which had the Purto Rico arc), though I did find that season 14 (the season with Big Bird going to camp) having at least one insert shot on location.
I guess when they took week-long trips, that went into the on-location budget (I wondered if I might be overthinking that, but I hear that New York City is one of the most expensive places to film, I guess taping a week of shows on location out of state could cost about as much as shooting a day of scenes on location in New York).
Maybe I'm looking too much into this, but it is interesting to think of. Before season 7 there were very few segments with the Muppets or regular cast shot outdoors, I wonder if they were just doing those to be innovative or something, and then decided they wanted to do more. Or could the experience from the New Mexico arc of season 7 led them to decide that it'd be fun to do more on-location segments, only locally?
Additionally, while these kinds of inserts were done less often by season 20, that season has about two or three episodes that involve scenes shot on location.