Trivia: The voice actor for Dwight left to do a film in China before the show was finalised, and didn't return until 10 months later. This meant that the episode couldn't be improved completely until their return, thus it was aired in the fifth season.
Trivia: Cubert is reading a "Radioactive Man" comic from The Simpsons.
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]