All funny ones are gone but I'll go with ...

I love you. When said to Leela.

It's silly cause obviously he does but he tries so hard and I think the parts where Leela returns his affection are some of the sweetest moments in the series (like the Titanic spoof even if it's not directly said I can't recall)

Also I haven't finished the final season, only a few episodes in, savouring it. So maybe something there breaks that idea. But I'll see it if it happens.