Continuity mistake: When Mulder experiences his near-death trance state his body is lying, apparently lifeless, in a star spangled sky. As the camera tracks in on him the toes on his right foot twitch, just after Deep Throat begins to speak. The foliage covering his chest also changes position between shots. In the wide shot he is covered up to the armpits. But the first close up shows his chest is exposed. Then in later close ups it is covered again. (00:14:25)
Plot hole: Mulder is pulled from the escape hole previously dug by the hybrid aliens to escape the train car. When they pull him out they show alien bodies remaining in the hole. Mulder never revisits the train car despite knowing there's a high probability of finding hard evidence, in this case some actual bodies. There's no way Mulder would just assume there's no evidence remaining there and not go have a look for himself. Same goes for Cancerman who thought he had destroyed the evidence.
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