Sesame Street Terror Alert Level

If you've been to Phantom Scribbler's blog, you've probably seen the Sesame Street Terror Alert Level:

Does it strike anybody else as odd that as the threat level goes down, the terror level of the Sesame Street character goes UP?? I mean Elmo is by far the most innocuous character, Ernie is almost as harmless, Bert can be a little creepy, Cookie Monster is, after all, a monster, and Oscar is just plain grouchy. (But hey, he's got that "shelter in place" thing down to a science!)

So if the terror level is Elmo, am I supposed to be scared or happy?