I mean, you only have to look at the theme song to know something isn't right.
Female Chorus:
It's time to play the music
It's time to light the lights
It's time to meet the Muppets on the Muppet Show tonight
Innocent women planning a lighthearted show
Male Chorus:
It's time to put on makeup
It's time to dress up right
Clear reference from the males to dressing in sexually revealing attire
It's time to raise the curtain on the Muppet Show tonight
'Raise the curtain' could hardly be a more obvious innuendo, they might as well just sing 'let's all strip off and have an orgy' FFS
Waldorf:
Why do we always come here
'Come here' - again, oh so obvious with hindsight
Statler:
I guess we'll never know
Waldorf:
It's like a kind of torture
Yes, let's introduce the children nice and early to our sado-masochistic agenda
Both:
To have to watch the show
'Show' - yet another reference to getting naked
Kermit:
To introduce our guest star
That's what I'm here to do
So it really makes me happy
To introduce to you...
And here he is, the evil frog fittingly giving the final endorsement of, what is in hindsight, a grotesquely innuendo laden description of a sado-masochistic orgy. Yes, you bet it makes him happy ...
Hiding in plain sight, as they all do.