They DID. Remember the scene outside of Tex Richman's building? And of course Hollywood Boulevard. .....Actually, its important to note that in movies, whenever the Muppets are walking around in the real world, its always a "closed set"! So what you said is kind of moot. I'm sorry that the movie disappointed you so much...You keep lamenting everything. With that attitude, I think you just need to accept the fact that your expectations are never going to be reached.