See those human actors walking around in Victorian-era clothes in the crowd scenes and singing in chorus? They're not just extras. Most of them are the puppeteers. Look closely and you can just about see the muppets some of them are walking with. It gives the potential for even more Muppets to be merged with the population of Dickensian London.
The Ghost of Christmas Past is the only one with a defined form. That is because the past cannot be changed and will always be the same. The Ghost of Christmas Present ages because the present is ongoing and constantly changing. The Ghost of Christmas Yet To Come has no face because the future can't be known and is scary.
Why does omniscient Gonzo/Charles Dickens fail to catch Rizzo when he jumps from Scrooge's gate? Because Rizzo is not part of the story and thus Gonzo doesn't actually know where he'll land. Also Rule of Funny.
The Ghost Of Christmas Present tells Scrooge of Christmas Yet To Come, "Go forth, and know him better man!" But why would you want to? He's so creepy! No, wait... once you know the shape of the future a little better, it's not so scary. You can change it and make it better!