Whoah, that was completely out of left field. I havent seen SNL for awhile but it was amazing seeing this on there. I was actually surprised(all things considered) how well they got the voices. I mean SNL spoofing Zoot, now that's obscure!
Of course nothing beats when the REAL Muppets are on Saturday Night Live, like 1975-1976 Land of Gorch or the Muppets on Saturday Night Live during Christmas Season 2004.
To me it's clear Seth Rogen and the whole Apatow gang loves the Muppets. Heck Segal/Stoller are making the next Muppet movie and I bet Seth Rogen and Jonah Hill will make a cameo.