Continuity mistake: It seemed strange that Mulder was surprised not to find the Arthur Dales he knew at his apartment, when in "Agua Mala," he learned that Dales had moved to Florida. (00:08:30)
Factual error: The Beginning of the episode shows a baseball game taking place in Roswell, New Mexico. A ball smashes into a sahuaro cactus. The only place in the United States of America where sahuaros grow is in the Arizona desert. There are none in New Mexico.
Plot hole: When Arthur wakes up on the bus, he sees an alien reflection in the window beside Josh, but it's not possible that the reflection could be seen at all - especially from the angle that Arthur first sees it - considering how much of the pillow is covering both Josh's face and the window. The pillow extends past Josh's face so he could lean on it as cushioning against the window, but somehow Arthur sees a full facial reflection.
Plot hole: After Exley has gotten up after being hit by the ball, Dales notices green alien blood inside the glove where the back of Exley's head was resting. However, Exley was hit in the face, not the back of the head; not only was there no bleeding face wound while he was on the ground, but the glove was clean when Exley first gets up.
Plot hole: When Arthur looks closely at the green alien blood on the baseball glove, he has no reaction to it, despite the continuous pattern in the show about the blood being incredibly toxic to humans, even from a distance. It should have badly hurt his eyes at the least.
Plot hole: Josh Exley's 'real' face shouldn't be visible as a reflection on the window. It's not an illusion that he creates to fool people, whereby his real self could theoretically be seen in a reflective surface, but a complete physical change, as we've seen in many episodes of the X-files regarding the shape-changing abilities of the aliens. What his face appears to be while altered is essentially what it is, and the reflection should show as much.
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