I saw that show, I am pretty sure it aired with the live sketch, which had this funny concept but it wasn't really a funny sketch. The timing on carea zooms were a little off and people kept cracking up at Rachel. (whats new?) I'm not surprised that they replaced the sketch, but I didn't know they taped the rehearsals. That's interesting. I'd love it if they made stuff from rehearsal tapes available on Comedy Central or E! or whatever. Especially musical guest songs that get cut.
I was at a SNL rehearsal a few years ago where the musical guest was Janes A. This was around the time their live album came out, the Kettle Whistle thing. They played Jane Says, and that made the show. They played another song where Perry sang and the other guys all played these enormous kettle drums, it was wicked cool. And it got cut from the show. I wish I could see that again.