No, you saw correctly. The energy being had given them all new bodies after their heads crash landed on his planet. When they took off again (using the engine nacelles from the crashed ship, because the Planet Express ship's had been damaged), they were too heavy to lift off. So Leela cut off their heads and put them back in their jars, discarding the bodies.
I agree, it was a great episode.
Bob
I agree, it was a great episode.
Bob