I want a prequel that answers the question: "If Statler and Waldorf hate The Muppets so much, why do they show up every night?"
In their first appearance we see their boring home life, falling asleep in chairs at home watching TV. This gets them out of the house and they clearly enjoy heckling the proceedings.
They also seem to be former song and dance men -- more than once they wear costumes like Dick Van Dyke in Mary Poppins and sing old music hall songs, vaudeville style. So they're drawn to the theater for their own reasons, and if they were younger would be performing onstage more.
Quite simply, The Muppet Show - and Fozzie Bear's comedy in particular - is something they love to hate. It brings them joy.