Casablanca: Why is Victor Laszlo so anxious to get to the United States? How can he fight for his cause from there?
Futurama: In the very first episode we see Fry frozen and all of New York destroyed at least twice (I think). Yet the building Fry is in isn’t destroyed, what luck! (love the show)
Raising money, leading refugees, influencing policy, giving speeches. A rough parallel is Charles de Gaulle in the UK. At the very least, he’s going to accomplish more there than in a Concentration Camp.
Was it established he was going to New York? The plane from Casablanca was going to Lisbon, which gave him other options (like the UK).
Considering the effort that the Nibblonians went through to get him frozen in the first place, it’s not unreasonable to suppose that they were keeping a watch on him to make sure nothing bad happened during those thousand years. They could have let the rest of New York get vaporized while they shielded his building.
Is that prime fanwank or what? 
Yes. Good work.