So far it looks like they're keeping
Fry and Leela's relationship
and not gone back and retcon'd it or something. Not sure if that's a spoiler, but just wanted to be safe.
I wouldn't consider that a spoiler. One thing I'm wondering about this season though, did they air the episodes out of order? Because in some episodes it seems they're just friends, whereas in this week's episode they were obviously still a couple (for what it's worth, I thought it was excellent).
I highly suspect that their current romantic relationship level is somewhere around coworkers making it past first base. Before their relationship levels where at Fry desperately trying to go out on a date with Leela and Leela making silly excuses like having sweaty boot rash or something.
Either way their S-Link levels are nowhere near the levels of the common JRPG/anime main character relationship to girl next door/JRPG princess (at least in the sap/drama/inability to perform departments), so don't expect them to stay devoted to each other all the time or have an argument free relationship now that they've confirmed.
At the very least they're making progress (now if only Fry can forget that he's in any meaningful relationship with anybody while Leela acts like a stuck up tusndere even though she's blatantly pining for him then take forever to dick around with this bullshit while Amy and uhn...Fry's old girlfriend, the newscaster lady, or Mom or something try to ineffectually slip into Fry's pants through the use of gratuitous panty shots and bathing/shower scenes, also everyone else needs to fade into the background as they are unimportant/not walking T&A).
Coincidentally I might not enjoy a Futurama: The Anime.
On a serious note this episode was hilarious.
"I've always loved you Scruffy!"