Faust and Bicentennial Man
This episode has many refrences to Faust and Bicentennial Man, in which the character outlives the things he loves. In the case of Faust, He sells his soul to win the heart of a girl, but outlives her. Fry is just noticing all he lost when he came to the future while the series is winding down. Same with the "Why of Fry" he is upset that he had no say in his fate.