Watkins began her short stint on SNL in November and had several memorable characters and impersonations, including Arianna Huffington and Today host Hoda Kotb.
"The only explanation I got from [Lorne Michaels] — and he's not known to say things just to make people feel better — was that he felt deep down that I should have my own show. And I agreed," Watkins told EW. "SNL was a dream come true for me. It was a fantastic year. I don't have any regrets."
Wilson was less prominent during her time on the sketch comedy series and plans to return to performing at the Los Angeles theater of the Upright Citizens Brigade on Sept. 24, according to Variety.
What do you think of Lorne Michaels' decision?