Musings of a Cigarette-Smoking Man - S4-E7
Continuity mistake: In other episodes the name of The Lone Gunmen's newsletter is "The Lone Gunman", but in the shots of their office door it has a sign saying "The Lone Gunmen. Publishers of 'The Magic Bullet' newsletter." (00:43:10)
Answer: As he stated many times throughout the series, Mulder needed Scully to be sober and skeptical. Whenever Scully's skepticism wavered and she started questioning her own rationality, Mulder would try to restore her sense of skepticism, because he needed her to be clear-thinking.
Charles Austin Miller