Apple owns two pending applications for the mark THERE'S AN APP FOR THAT for a variety of goods and services. The mark is not yet registered; however, that doesn't matter. What matters is that Apple uses the mark in commerce and, as a result of that use, has rights therein dating back to when the use commenced. Securing a registration(s) for the mark gives Apple additional rights, but it doesn't need a registration (at least in the U.S.) to go after someone it believes is infringing those rights.
It isn't going after Sesame Street for a number of reasons, including that Sesame Street is not using the tagline/phrase as a trademark for any good or service. And, even if it were, it would be difficult for Apple to demonstrate that the relevant consumers are confused as to the source of the products/services; similarly, it is unlikely that anyone believes that Apple and Sesame Street are affiliated (or that there is some kind of sponsorship or licensing deal between them).
(Disclaimer - this is not intended to be legal advice, just my observations based on the few facts out there.)
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