Didn't think about the fact that Statler and Waldorf don't interact with Piggy much, though I did notice they don't heckle her often (maybe make the occasional fat joke). But with her karate skills, would YOU heckle Miss Piggy?
Though they have sung along to a few of her songs, like "The Boy in the Gallery" and "Don't Dilly Dally on the Way", as if they enjoyed them (of course, in the Dom DeLuise episode, Scooter paid the audience to cheer uncontrollably whenever Miss Piggy's on, he probably paid them as well).