Because it's funny.
I don't think that's a fair thing to say. The characters on Futurama, while they do frequently undergo minor and inconsistent changes for the sake of comedy, are generally real characters with understandable motivations, grudges and aspirations. Some things, such as as Fry's intelligence, are more fluid for the sake of plot and humor, but Hermes's dislike of Zoidberg is too consistent to be just something for comedy. Maybe it was originally established to be funny, but we do have evidence as to why Hermes dislikes Zoidberg, and it has become something that drives the plot in certain episodes (The Million Dollar Mon).