David A. Goodman - writer for the episode "Where No Fan Has Gone Before" - answered some questions pitched together by the people at the Futurama message board PEEL.
Q: Even though the Welshy jokes were hilarious, why didn't the episode feature James Doohan?
Goodman: We approached James Doohan's agent, who said the Doohan's response to being in the episode was "No way." We don't know why we got such a strong response, but we assumed he thought he'd be working with Shatner.
Read the whole thing in the PEEL thread "David A. Goodman answers your questions (some spoilers)". The Q&A session was arranged by Dave of The Neutral Planet and a friend of his.