If I had to guess, I'd say Annie Sue was just one too many pigs to deal with in a weekly script. Her main role, anyway, was to tweak Piggy because she was supposedly younger, cuter, more talented, certainly more perky, etc. Also never seen again--that I'm aware of--was Lydia the tattooed (sp?) lady, a spectacularly tattooed pig who, incidentally, is the only Muppet pig I've seen who had hooves instead of hands.