Because Fry has to feel something, right?
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"Before you contradict an old man, my fair friend, you should endeavor to understand him.
George Santayana
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It is a simple thing to forget just how very old he is.
Physically, of course, he's simply another young man. Cocky, and dumb, and with a kind heart that can always find someone to love.
But he knows. Fry knows.
Late at night in the kitchen, brewing coffee, when everyone else is asleep, he can feel the weight of a millennia pushing down on him. A life that lasted so long --
(But does it count as a life when you are only asleep? How is life defined? As events experienced, or simply by the long stretch of years?
Either way, he still feels like an old man.)
It reminds him of The Glass Coffin, the only Brothers Grimm story he ever liked; probably because Yancy read it to him.
(No, don't think about Yancy. Don't think about him at all.)
Sleeping Beauty in a coffin made of glass, discovered by a poor tailor who had been carried there by her brother-turned-stag. But Fry is (was) not the child of a rich count, and Leela had only ever greeted him when he came out of his prison of glass. There had been nothing romantic about that first meeting.
So he makes the coffee, and the years are pressing down, down, down on his shoulders, and he remembers that is why he gave in at the end. That long chase, trying to deny his fate as a delivery boy -- hah! -- and it had ended in the sewer.
"But maybe..."
Seeing the ruins of his former home had been enough of a shock to bring it all to him. That was when he realized that his parents were dead, his brother was dead, Michelle was dead, they were all deaddeaddeadandhecouldn'tseethemeveragain...
The weight of that knowledge, and the centuries first pressing down on him, had finally driven him to give up. That, and knowing that Leela was only doing her job, and that she had no choice; he knew how important not getting fired was.
"But maybe there was something..."
But Leela taking his side, that was what had shocked him the most. She'd dug her chip out, and guided him to Farnsworth, and that, somehow, had made a lot of things easier...
And look at me now -- a job, and friends, and...
Not much different, really, from 1999.
"But maybe there was something wrong with the way we raised you. Maybe it really is our fault you've become this way. But why weren't you stronger?"
Better not to think about that, his mother and father and the words that flayed, better not to think about anything at all.
Just make the coffee delivery boy, you can do that can't you?
There was nothing to be done, now. Nothing to be done except make the coffee and consume it, and face the long night and the terrible weight of the years.
"The Glass Coffin" is indeed a real story collected by the Grimm Brothers. Just type into Wikipedia -- or better, Google it and read the story yourself!