No, I don't think they hate Katey at all. They did praise her voice as Leel Lemon in "War Is The H-Word" and they were litterally in awe of her singing voice in "Hell Is Other Robots". It's just that Katey only do Leela, and as brilliant as she is at that job there is more to commend on guys like Dave Herman, Billy West and Maurice LaMarche who is doing a multitude of characters, each with a distinct and different voice. Just listen to M5438, that's pure Billy West, no electronic help at all.
Katey is great, and I think they've said it a few times in the Season 1 set, but she only does one voice.
Welcome to PEEL, Dance King. Hope you'll stick around anyway.