Yeah but the amount of people that go to Universal for taping is a lot less than the amount of people that go to New York for that sort of thing. It would have to be financially viable for NBC, not just a matter of if people will show up or not (because they obviously would). Also, I wonder how the dynamics of having a studio-taping in a theme park would work in the long-term...would studio audience members need to have admission, if they didn't would it be a marketable attraction for the theme park? I just don't see how it could work successfully for a long time.
Also, about the guest appearance deal, that's a good point. The guests on the show are still working, being on the show is part of their promotional tours...it's unlikely they'd be able or willing to just take a few days off to vacation in Orlando. Granted I dont know a lot about celebrity life but it seems like the trip down to Florida would also present an obstacle. It would be cool to see Fallon come here semi-permanently but it just seems unlikely and, like Teebin said, is nothing more than a comment that has spiraled out of control.