"Species" is not a cut and dried term. Biologists argue all the time about what the definition is. They have a name for this: The Species Problem.http://en.wikipedia.org/wiki/Species_problem
if you want to get an idea of it, just read the first six sentences.
Without getting into it, let's just use the common sense approach and say this - Leela's a mutant descended from human ancestors. There is no cyclops species in Futurama, unless you're going to describe every single mutant as a separate species. Which is more or less what Sophie was saying above, I think.