The first time I saw this episode I came in at the end, after the crew had moved the stars around the nebula with the gravity machine.
I came in at the part when Leela was telling Fry that there was no way that they would ever go out, and then time skipped to when they were getting married.
After this Leela accused Fry of tricking her into marrying him, divorced him, and pretty much stopped on his heart, showing that there is no way that she will care for him the way he cares for her.
Then Leela lets Fry pilot the ship to take them out to a safe distance from the nebula, so they won't get pulled in when they set off the doomsday device. While Fry is doing this she goes into another room to do something else with Bender.
The whole time Fry is taking the ship out he is wondering what magnificent thing he did to get Leela to love him, and just before they set off the doomsday device he sees that the stars around the nebula say "I love you Leela." Then the device goes off and sucks them all in.
Fry yells for Leela and Bender to come back, and when they do he asks if they seen it, and they ask "Seen what?" Fry says "Nothing," and just stares out the window as Leela and Bender walk away and Bender whistles the Globe Trotters theme music.
So Fry moved the stars themselves for Leela and got nothing. It was much more sad for me the first time I saw it because I thought it took a lot more work, but after I saw it the second time, it was still pretty sad. Overall a great episode. In my top three.