True story, folks
It's because they are living creatures without souls
Any time you see one interacting with a mirror, it's a trick shot involving multiple Muppet bodies and a clear pane of glass
It's only when they're being puppeteered that you see this happen, though — an unpossessed Muppet body shows up in reflective surfaces just fine
I visited the workshop and it was spooky watching a Muppeteer place her hand in a Muppet as they both faded out of the mirror
Okay, thanks