While I do agree with the other comments he made about the episode, the romance aspect always grated on me as being pointlessly dismal.
In the commentary, Ken Keeler admits that he had failed in some way because, though there is a "wonderful romantic story" going on between Fry and Leela, "you feel worse for Bender because he doesn't get to be a Globetrotter."Yeah, I'm quoting from memory. It's a little sad.
For my part, I've always thought of TKOS as one of the most accomplished episodes of the series, for all the reasons tnuk has already mentioned.