Yeah, how do X-Files and Ghostbusters share a universe? GB is a universe where the existence of the supernatural is an overt, publicly known reality. Even if some insisted on disbelieving the evidence, there would still be abundant documentation of events like the Sta-Puft Marshmallow Man rampage and the relocation of the Statue of Liberty. So it doesn't fit with a world like TXF where the supernatural exists but manages to stay hidden.