What do you think of this as a possible response by SNL to Trump's comments?

I don’t know if SNL has issued any official statements in response to Trump. I know Alec Baldwin has said that he will stop portraying Trump as soon as Trump releases his tax returns.

If SNL did choose to respond, something along these lines would be appropriate:

We are greatly honored to be able to count the president-elect among our viewers, and hope that he will continue watching the show. We greatly appreciate that he has taken the time to critique what we do and, like all the feedback we receive, will be given due consideration when creating new material.