In hindsight, they probably should have
A. Had Scully become significantly less skeptical of the paranormal somewhere around Season 3/5.
or
B. Written some (more?) episodes where apparent paranomal activities were hoaxes/misidentified natural phenomena/etc. to help justify her unwavering skepticism.
Of course, I don't mind Scully's hardline skepticism all that much, silly though it gets at times. My pet peeve with the series is with how poorly the mytharc was developed and executed.