You know, I missed season 11 because I was outside the United States, and while I could get access to some American TV on the Air Force base where I served in Berlin, I was way too busy exploring a new country and culture to sit inside and watch television. I had never seen any of Sweeney's sketches until I edited your story, then I watched the Hildy episode you linked to, and I binged a few more. He is SOOO funny and so cutting in his humor.
I realize he didn't write the sketches, but the societal criticism inherent in his performances, as side splittingly funny as they are, is just about impossible to miss.
The Hildy episode you link to is pretty characteristic, I guess, based on other of his performances that I watched yesterday.
I'm supposing it was all a bit too much for network executives. SNL has always criticized society, but not like Sweeney did.