Both Tim Curry and that video seem to misinterpret the "popular idea", at least as it is stated in this thread.
It doesn't say anything about how Tim Curry viewed the Muppets, but rather about how Tim Curry treated himself. It stands to reason that if he was, say, method acting as an actual Muppet, that he too would view the other Muppets as fellow actors with their own identities etc.
That was my reading of it too - Curry's response seems to seek to refute something that the original quote didn't actually say!
I can definitely see how someone could interpret it that way, assuming it's implying that he didn't see them as real, but I think that's an incorrect assumption and the quoted observation wasn't actually implying that at all.