Actually, there was a changeover scene on screen for both Gordon transitions. Unfortunately these episodes were not included on Noggin.
In episode 405, it is revealed that Gordon is in fact a Time Lord from the planet Gallifrey. When a Time Lord is killed, rather than dying, he is able to regenerate into a new body, thus cheating death. In the closing moments of this episode, the Matt Robinson Gordon is playing basketball with the kids, when one kid accidentally whacks Gordon on the head, causing him to fall and have a serious concussion. The final moments of that season showed Big Bird, Susan, Bob, Mr. Hooper and Tom looking on as Gordon amazingly transforms into his new form, played by Hal Miller. Raposo wrote some wonderful "mystical" music for the transformation scene. Ironically, it was also Tom's last appearance on the show but his leaving was left unexplained.
Later, in episode 665, the Hal Miller Gordon is poisoned by a rotten birdseed milkshake unknowingly given to him by Mr. Hooper. As it turns out, Oscar had a plan to switch the milkshakes when Hooper wasn't looking, so that Big Bird would get a foul tasting one. This rotten birdseed shake apparently wouldn't have hurt a bird that much, but Oscar didn't know it could be fatal to humans. Anyway, Oscar accidentally switched the rotten birdseed milkshake with a strawberry italian soda instead of Big Bird's shake, which is how the mixup involving Hooper and Gordon occurs. Hal Miller's Gordon gets very sick and Oscar learns a lesson about the consequences of his pranks. This time, Gordon begins to transform in Hooper's store as the credits start rolling. At the end, to the cast's surprise, the new Roscoe Orman Gordon sits up and says his very first line on the show, "Sesame Street is a production of the Children's Television Workshop". What an ending that was!