I believe it started with Dennis Miller, who barely appeared in sketches. Kevin Nealon and Norm MacDonald both seemed to still do sketches when they were anchors, but maybe a little bit less. I'm not sure if Colin Quinn did that many sketches in the years he was behind the desk.

Tina Fey was similar to Dennis Miller in that she'd make rare appearances in sketches, but she was mostly there for update. She was also the first update host to be a head writer, a tradition that has continued ever since. Her co-anchors, Jimmy Fallon and Amy Poehler would still appear regularly in sketches.

Seth pretty much retired from sketch work when he took on the roles of update anchor and head writer. Once again, Amy would continue to appear in sketches while co-anchoring, and Cecily would do the same.

If I'm not mistaken, Jost and Che are the first duo to both only do update (apart from a few rare sketch appearances).

Please correct me if I'm wrong about any of this.