Continuity mistake: In the first episode of season 6, "Rebirth", near the end after the real Fry comes out of the Rebirth chamber, the robot Leela says that she and the robot Fry are in love she now has the real Leela's mechanical arm device on. But she never had it before or after that shot.
Futurama (1999)
2 continuity mistakes in Rebirth
Starring: John DiMaggio, Katey Sagal, Tress MacNeille, Billy West, Lauren Tom

Continuity mistake: When Fry falls into the cryogenic chamber his whistle drops right next to the chair. When it cuts, the whistle is gone. (00:01:50)
Lucy Liu-bot: I will never forget you, Philip J. Fry. Memory deleted.
Trivia: The part of Zapp Brannigan was originally going to go to Phil Hartman, the voice of Troy McClure and Lionel Hutz in The Simpsons, but was changed when he was murdered by his wife in 1998.





Answer: Yes Leela knew from early on that Fry had feelings for her. They were pretending to be a couple in 'A Flight to Remember' from season 1 and Fry tried to get on dates with Leela ever since. She just didn't show signs of the feelings maybe being mutual before some of the later episodes.
Andreas[DK]