I think because running a fan event is very expensive to do if the fans are doing it on their own. The Rocky Horror Picture Show fans have conventions all year around in various locations in the U.S. and in London but its' all from the individual organizers' pockets. They don't get any financial backing from 20th Century Fox who distributed the film, any appearances from people from the film they have to pay on their own. It's quite a big undertaking.
All the Muppet related events that have happened in recent years, are run by the Jim Henson Legacy, and the folks at Henson.