Musings of a Cigarette-Smoking Man - S4-E7
Revealing mistake: As the smoking man sits on a bench after finding out his story was rewritten, there are mountains visible in the background. Atop one of the buildings in the background is a Canadian flag waving in the wind. This show was shot in Vancouver, but is set in Washington D.C. There are no tall mountains that close to D.C.
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