That was the DVD chapter title, but the song was actually called Waiting At The Chruch. It was actually broadcast, but not in the u.s.
All episodes of the muppet show had an extra 2 minute sketch that was shown in england but not in the original u.s. broadcasts. many people refer to these as the u.k. spots. All of The Muppet Show DVDs from Time-Life (and Columbia, which are the same with the exception of video companies) featured these sceens, and in the DVD scene selections the extra skits have a "bonus segment" bubble by the skit to let people know which skit wasn't shown in the u.s. It's been awhile since I've watched these DVDs (and yes, I have watched them after I got the first season box set), but I can't remember if they are listed as "bonus segment", "u.k. spot", or something else.
There have been sources saying that the u.k. spots have rarely been seen in the u.s., but they are not as rare to u.s. viewers as some sources make it seem.
All Muppet Show compilation videos included at least one u.k. spot, there have been many muppet show albums released in the u.s. (especially the Muppet Hits albums) that have featured u.k. spots (most of these scenes were songs, and none of them featured guest stars), The Muppet Show first season DVD set includes all of the u.k. spot (and the plan is for all season sets to include these, unless music rights prevent any of them from beign shown), henson.com used to include video clips from many of these segments, a few specials have included clips from some of these, and when Nickelodeon aired reruns of The Muppet Show from 1994-1995, most of the u.k. spots were shown but as a sacrifice other parts of the show had to be cut (Nickeldoeon did edit a few u.k. spots from some episodes, including the episodes with John Cleese, Cloris leachman, and Joel grey), the u.k. spot from the Alice Cooper episode was included on the video Monster Hits with Vincent Price, I think The Oddessy Channel showed a few of them, and as I said earlier The Best of The Muppet Show videos and DVDs from Time-Life and Columbia included these skits.
If you would like to know what parts of each show were u.k. spots, check out the episode guide at
www.kermitage.com, which specifies which segments are u.k. spots (and in every episode except the joel grey one, the u.k. spot was the first scene shown after the commercial break).