They just faded out with a photo from a skit they did when Whitney Houston was the guest host back in the '90s (or '00s?). It was a very nice inclusion and done in a way as to not detract from the hilarity of tonight's show. Well done, Lorne et al.
"The Spectacle has, indeed, an emotional attraction of its own, but, of all the parts, it is the least artistic, and connected least with the art of poetry. For the power of Tragedy, we may be sure, is felt even apart from representation and actors. Besides, the production of spectacular effects depends more on the art of the stage machinist than on that of the poet."
--Aristotle