Leela : Didn't you have ads in the 21st century? Fry : Well sure, but not in our dreams. Only on TV and radio, and in magazines, and movies, and at ball games... and on buses and milk cartons and t-shirts, and bananas and written on the sky. But not in dreams, no siree.
I never appreciated Futurama when I was younger. At the time it felt like worse Simpsons but in the future. But later on I realized it’s a really good critique of our contemporary society disguised as the future looking back on us with Fry standing in for the audience. Some of the jokes are funny because they’re so biting.
By moving the setting to an unfamiliar one, you can make parallels to back to _familiar_ societies in a way that allows the audience to see them with a new eye. It's a nice trick to get around familiarity blindness and sidestep some biases.