There's nothing romantic going on with Leela and Bender. For me, that's why those little moments work so well - because they're so out of character they make you laugh. Bender and Leela holding hands during Calculon's monologue was funny because they were so unlikely to be affected. The audience did as big a double take as they did.
That was also why I found their makeout in this episode so funny. I don't think Bender gets the appeal of Leela at all. He always thought Amy was cute, but has never hesitated to poke fun of Leela's appearance. ("Chesty McNag-Nag", "One cantelope-sized bloodshot eye? You ain't winning no beauty pageants, lady".) He's not attracted to her, but he was desperate and the logic in play is appropriate for a robot - especially one as amoral as Bender. Keeping Leela happy physically is what Fry does, so Bender does it.
Protecting Fry's relationship by making out with his girlfriend. It's twisted, but funny.