It is immediately obvious to David, upon waking up, that while he is lying on his expansive (and expensive) bed, he is most certainly not lying on his expansive (and expensive) bed.

This may or may not have to do with the fact that there are Muppets staring at him, or the fact that Miss Piggy is lying on the bed beside him, or the fact that both he and Miss Piggy are wearing rings resembling (unnervingly so) wedding bands, or the fact that he and Kermit seem to be wearing matching dress suits.

It neither answers nor helps anything that Kermit says, "You may tell yourself, 'This is not my beautiful house,' and you may tell yourself, 'This is not my beautiful wife,' but David — it's the same as it ever was."