i think that was just a one off, because in the pilot, when fry, leela, and bender are in old new york, fry and leela put their hands together- then bender spoils the moment- but this was the first sign of sparks between Fry and Leela.
Also, in Aflight to remember, leela and fry
almost kissed but the black hole interupted, showing more sparks between them and proving your,
Originally Posted by Malachy
Keep in mind that it wasn't until later in season 2 that the underlying Fry and Leela have-a-crush-on-eachother idea was revealed.