I'm now near the end of Season 4 and one thing I find quite amusing is Scully's stubbornness in light of all she's seen already. Her seeming inability or unwillingness to make conceptual leaps beyond what she knows is proven.
Mulder even remarks occasionally on this, on how so many things we now accept as fact and take for granted were once seen as science fiction or simply pure fantasy.
The show itself does blur the line, though. While it does invent or present various forms of monsters in evolutionary terms it also presents myths and such without any scientific grounding whatsoever. Of course this makes it easier for people like Scully to dismiss aliens and extraterrestrial spacecraft as just more of the same even though those would actually be the most likely to be scientifically plausible.
That said Scully's presence effectively made the X-Files more legitimate (in universe). She kept Mulder honest even though he'd already been at it for some time before she came along. Mulder could sometimes lack tact in how he presented things. He rarely appeared willing to sugarcoat what he saw as the truth to help ease the skeptical into considering apparently unlikely evidence.