Just because we haven't seen them have sex, that doesn't mean they haven't had sex (and there's also no way of knowing if their little tryst in "The Prisoner of Benda" was the first time they slept together, or merely the first time we saw the aftermath of said sleeping-together). I mean, Kif and Amy are together, and they presumably boink all the time without the show making note of it. Why shouldn't the same be true for Fry and Leela?
Yep, sounds logical. And of course, in universe time, they'd have all the time in the world to do that stuff.
Yet, Amy and Kif are usually supporting characters. They got together very quickly, and from the beginning, their relationship was rather based on a "let's not make a big fuzz about it" assumption.
While Fry and Leela are main characters. Fry's endless chase (including rather epic deeds, like moving the stars, coming back from the end of the universe, etc...), the length of said chase, already told the viewer that the Fry/Leela love story WILL be something to make a big fuzz about.
So (even if they have lots of opportunities to have sex between the scenes), their rather big love story layout requires -unlike Kif and Amy- something "official to seal the deal". Some aftermath like e.g. lying in bed, snuggled together, or a comparable scene.
Your post basically proves it: Yes, NO ONE bothered that Amy/Kif having sex is just implied, it is logical, and usually does not even have to be hinted at. While most people expect those hints/"make if official to seal the deal" from Fry and Leela. That expectation was imhO very directly caused by the writing on these two characters.
who wants to see two animated characters doing the nasty?)
Try to google for Futurama pics without "safe search" on, then you'll have your answer...depressingly many people. it seems...