Factual error: The alternate version of Scully is identified as an OSS agent, but the OSS did not exist in 1939. (00:34:35)
Factual error: When Mulder is walking out of the cabin in Spender's uniform, the soldiers try to stop him. This is impossible since he is an officer (a lieutenant judging from the shoulder-straps) and they are privates, so they cannot give him orders. The only thing they can do in this situation is to salute him. (00:08:40)
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