Originally I was annoyed at the display of

But I decided later to take it as Zapp growing as a person, having learned he can develop feelings for “men” - even though it was just Leela, and in a confused sort of way opened up to dating trans-women. And he is legitimately confused about the surprise, knowing full well this is a trans-women - and not the harmful joke about her still having her body’s birth genitalia.

But yeah, hopefully they do a little better with this season on that front and I don’t have to rely on home brewed explanations anymore.