There's nothing to connect to Bean with. Or even want to. Fry's an idiot, but he's also a down on his luck every man who, some moments of idiotic weakness aside, generally means well and is excited to live in the future. We can connect to him and want to see him succeed.
Bean is a spoiled rotten princess who constantly causes mass destruction and even loss of life because she's a irresponsible, self absorbed brat. What's worse is her character and personality constantly fluctuate. In the same episode she went from leaving a woman to drawn in her own carriage after stealing it and writing it off with a LOL IM DRUNK joke to being unable to hold a job as an executioner because she apparently has a conscience all of a sudden with no self realization in between.
I do feel a little bit of something for Zog and how he misses his first wife and is scared to connect with his daughter but even that is to far and few in between.