All things - S7-E17
Other mistake: The surname on the envelope is "Szczesny" (which is of Polish origin and means "Lucky"), so its pronunciation should be something like "shtcheznhy." However, in the subtitles the surname is written as "Szezesny" and pronounced by Scully accordingly. (00:06:30)
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