The Simpsons is just having a hard time finding its place now- I remember somebody saying once (it could actually be in this thread) that The Simpsons was best at commenting on 90's pop culture, and now that we're half a decade out the 90's, The Simpsons just isn't that relevant anymore and is trying to find where it belongs. I don't doubt the talent of the people working on the show (after all, nearly everyone who worked on Futurama came from The Simpsons), I just think they can't quite place what their role is yet. Futurama's scope was much less broad- it pokes fun at science fiction, and because of that knew its position and could focus more on making it funny.
And you raise a good point about SNL, but keep in mind that if anything, SNL is MORE pressed for ideas because of the short sketch format, and they have to come up with new ones on the spot every week- not easy by any means. SNL is a show that continually finds its place with new generations, though. You don't have a long running television series that only appeals to a specific generation, it has to appeal to everyone. The Simpsons is in limbo at the moment, and so is SNL- Futurama wasn't.