Didn't they have more power than that though? I mean, they psychically kill Frida Waterfall from what I remember. Surely they could tell Leela to push the detonator, then start to psychically murder her when she refuses and only stop when she does it? Got to be worth a try, right?
Yep, Frida's Death made me guess that it's not just a "voice in the head". I think even Leo Wong would have wondered where such a voice suddenly came from. His immediate compliance with that order hinted (at least imhO) that his free seemd to be overridden somehow.
Leela resisting a telepathic command would have raised the question regarding Fry's chosen one role (if anyone can ignore the dark ones, why the need for someone without a Delta Brainwave?).
Come to think of it (again an alternate scene by Hein, you have been warned
It might have worked with Leela being telepathically forced to push the trigger. And -when "waking up again"- she sees Fry holding the device at him.
(Would have added to the "maniplated by the Dark One" aspect, and the only thing he could not forsee was Fry still willing to sacrifice his life for Leela).
Well...just some random thought...