In Futurama, Fry did the nasty in the pasty, so he's his own grandfather. This means he's also the grandfather to his brother, Yancy Jr. In the pilot episode, Space Pilot 3000, the DNA scanner that Leela uses to check for living relatives to Fry indicates the Professor is a great^n nephew. Shouldn't the device have found the Professor to be a great^n grandchild?
From a computer science perspective, this is an easy answer: it is using an optimized search algorithm that searches 'down' the tree, not 'up' it.
It detected that Fry had no children below his generation, so it looked at his direct parent's generation, and found his brother as a sibling.
It ran a search down his brother's family tree, found the Professor, and returned him as a living relative, and listed his relationship to Fry (based on Fry's position at the start of the search). Had Fry not had a brother, it would have checked from his parent's siblings, then his grandparents. At that point it would have likely found (but not cared) that Fry was his own grandfather. It would not have cared since it was told to find a living relative and that sort of anomaly isn't one it was designed to detect or care about.
The answer may depend somewhat on how the DNA scanner does what it does. I see two possibilities:
However, regardless of which possible mode of operation for the DNA scanner is the correct one, the device would still likely report the nephew relationship over the grandchild relationship for the following reasons:
There is an entirely different explanation, which depends on the time-travelling rules of Futurama.
It's possible, that Fry actually was Enos' grandson at the point where we see the scene with the DNA scanner. Later events in his personal timeline led to an event where he went back in time and messed with Enos' life. That would imply, he's technically not his own grandfather but the grandfather of an individual in the newly forked reality.
This would mean that the Fry we meet in the first episode has a non-anomalous family tree. The Fry we later meet, defeating the Brains, is a descendant of that first Fry (or maybe even an iterator further down, provided the altered Fry goes back to Roswell and kills the previous Fry). Maybe Fry being another Fry's grandfather oscillates through their personal histories, implying that every iteration produces universes where the Earth is destroyed by the flying Brains and not destroyed, always alternating.
This would imply that the Professor's evaluation that Fry is his own grandfather at the end of "Roswell that Ends Well" is a bit misleading.
This is the only reasonable explanation I see for Fry not vanishing (Marty-McFly-style) after (accidentally) killing Enos.
P.S.: Maybe I watched tringle one time too often.