Actually they used wheels quite often during the show. Even in Mothers Day you can see robots with wheels.
The explanation is quite simple:
The writers forgot about it.
Originally posted by Teral:
Taken from the audio commentaries to some episode:Some writer:
"Everything in the future hovers."David X Cohen:
"We had this idea that the technology of the wheel was lost somehow, and that's why they use hovercars. But sure enough, after this episode was made someone came up with a long list of things from earlier episodes with wheels."The same writer:
"Really? From the studio or on the Internet?" (Implied that if it was on the Internet it was just nerdtalk
)David X Cohen:
Here is the thread where I've taken it from: Wheels?