Damn. This turned out to be far longer than I originally anticipated.
Not only are whites peacefully co-existing with other races, but humans are peacefully co-existing with other species (aliens, mutants, robots, etc).
Fail on two counts: one on implying that living with others in peace is wrong, and another on missing pretty obvious social conflicts in the show.
The mutants are treated like shit: Leela's parents gave her up at birth because passing for an alien instead of being a known mutant gave her a much better chance at life.
Some episodes reveal human/robot relations that are reminiscent of that between blacks and whites around the end of the US civil rights movement.
Aliens occasionally threaten earth in some ways. The guys from Omicron Persei 8 are said to have frequent invasions. I seem to recall that the Globetrotters challenged earth to a basketball game. Of course, we started a number of senseless conflicts with a bunch of other races: we conquered the Spiderians for silk, took out the Martians for land, went to war with the Decapodians after an attack on their embassy here, and nobody could forget about Morbo's odd comments about the human inferiority to and eventual destruction by whatever species of alien that the news monster is.
The show is sacreligious. It makes fun of Christmas (portraying Santa Clause as a terrifying robot).
Fail on two counts: one on saying that Santa has anything to do with Christmas, and another for not paying attention to the episode.
Robot Santa is a fucking psychopath because an error set his standards for goodness too high. That isn't sacrilegious: it tells people to be as good as they possibly can or risk getting a hand grenade shoved up their asses by a cold metal hand.
You know what? Fail on another count for using this instead of way more obvious examples.
Seriously. Everything involving the Robot Devil, the time when Bender forced slaves to build a monument of him a billion cubits tall, the time when Bender was worshipped by space bugs, the time when Bender gave religion a chance and promptly tossed it aside to do whatever he felt like, the time when Bender got a sex change operation and got into a relationship with Calculon...
The list goes on.
There was one episode where they had proven that God does not exist, but there were still some monks in outer space that were searching for him.
My mind fails me on which episode they explicitly said anything concerning the non-existence of God (you might be confusing this with "HOMR" from The Simpsons).
Anyway, fail on another two counts: those monks were in the Himalayas (not space) searching for God (which isn't sacrilege unless we want to start redefining words).
In the first episode there were "suicide booths" were people could enter a quarter and choose to die "quick and painless" or "slow and horrible".
Fail on one count: it satirizes the modern-day devaluation of human life and how this will only get worse as time goes on. If anything, you should be praising the show for at least trying to call attenton to it.
They show one of the characters (I forget the name) walking around with a skimpy shirt, bear midriff.
Eh.
It promotes sexual promiscuity, for example, the one-eyed-alien has sex with the captain.
Fail on one count: you missed some important messages.
One of them is, "Don't fuck somebody just because you pity them." At any rate, it ties in with larger themes concerning Leela's love life: though she can never seem to find the right guy, she remains a strong and heroic character throughout the series. Whatever sexual promiscuity that one moment may have inspired could easily be offset by that remarkably positive message.
All the while it portrays the future in an up-beat, optimistic light...
Hope?
If the world is half as good in 1000 years, consider it a monumental victory.