Losing (or dropping) the rights of Sesame Street will be a significant revenue blow to SeaWorld parks. The lands are always packed from what I observe at SWO/BGT, and they push the heck out of Sesame merch.
I'd imagine they can't be that stupid to let go of that IP.
The likely scenario is that the park isn't seeing the demand to justify winter operations, so they'd rather projtect the park's profit margin over any additional revenue/expenses.