The end song, as others have pointed out, is perfect. I'm not sure which is sadder. Seymour waiting his life out for Fry to return or the poor dog knowing where Fry was and Fry's parents not figuring it out despite being in the room Fry was frozen in. The dog was SO happy to see Fry in the capsule.
I think the song that's played in the last scene is perfectly chosen--and I came to IMDb to find out who sings it. I couldn't find that information here, but in case anybody else is wondering I found it on Wikipedia--"'I Will Wait For You' from The Umbrellas of Cherbourg as sung by Connie Francis, which writer Eric Kaplan's parents played and sang on the piano while he was a child."
10/10 You must watch it even if you're a big Futurama hater !
Futurama differentiates itself enough from the other popular animated comedy series to be interesting. Animated comedy is, maybe silently, stigmatized for being to superficial. Indeed the stories don't go to deep most of the time and that is the appealing part of it, but now and then people have a need for extra emotions besides humor.
Bringing drama with a laugh, to me sounds impossible. obviously it can be done, but it almost always negates or even nullifies the drama part.
This episode was regular for almost the entire length, but it was build up to the end so ingeniously and unnoticeable that the end indeed made such an impact.
I think that if you compare this scene with the saddest scene from friends (in context) futurama wins by a land slide in sadness.