In I Dated a Robot, Fry and the others see the parallel universe. The Professor remarks how there's only two universes. However, if Fry was in the future in the parallel universe, that means Nibbler must have helped freeze him, which means the brain spawn must be in the parallel universe as well! As the universes would be the same (unless the cowboy hats changed something) that means the brains would have swapped universes at the exact same time, leaving a set of brain spawn with cowboy hats in the "real" universe.
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