Well, he may have just been nervous because he had a fear of heights. Even though he probably knew that even if he did fall, everything would turn out ok in the end (being a Muppet and all), he was still nervous being so high up. See, even though these sketches aren't quite realistic, we can still come up with rockin' explanations for 'em! Lol, darn good point about singing a happy song while acting nervous about it. But hey, he loved hanging out and singing with his buddies! And what a fun song The Happy Wanderer is to sing!