Don't know how long it may take for Murray to show up in merchandise...yeah, he's featured quite a bit with regular segments "What's The Word on the Street" and "Murray Has a Little Lamb" but even then he just seems so...seperate as a character. For one thing, he really seems kind of lacking in a personality or hook ... just kinda a generic Joey Mazzarino character. I think the main reason for this is he's the one always asking questions of others - one Big Curious Question Asker...but we know so little about who Murray is himself. He had a similar role in the Count on Sports dvd, and even when on rare occasion when he interacts with other characters (like the season opener street story), there really isn't much to him! Add to this that most of the time (such as Word on Street and Murray), he's pretty much by himself (or more recently with his lamb, but even then that's a whole new creation and they're not interacting with other Muppets in those segments), there's been Muppet/kid moments with Murray - but that's ONCE AGAIN interaction with kids and not other actual characters on the show.
I'm behind on my season 39 viewing so hopefully some of the newer episodes have him featured more as more of an actual character, but so far, he's just...there.