Bender learned in the previous episode he was no longer immortal, and his counterpart gets Killed Off for Real at the conclusion.
Apart from Fry, Bender and the Professor, the characters we've spent the series with so far are dead, and the version of Leela we've come to know and love died alone. While the events of this episode are never mentioned again, the psychological ramifications of jumping to another universe as a Deus ex Machina have been thoroughly explored in other science fiction media, notably Rick and Morty.
Fridge Logic
The Forwards Time Machine doesn't appear to physically move, remaining in the same spot of New New York throughout all three of the universes. So how did the Professor manage to shoot a laser halfway around the globe to kill Hitler over in Germany?
He may have taken some lengthy time off-screen to get to Germany. Furthermore, Futurama has demonstrated some future weapons have insane range, such as the Planetary Annihilators used by Bender and Calculon in Beast With A Billion Backs.
