AKA: I Refuse To Make A Hamarabe Joke
The X-Files is rarely, if ever, maudlin. It gets sad sometimes, but the list of TV shows that don't is almost entirely restricted to sitcoms (and even those get sad sometimes). Being overly sad or mopey is sort of against the tone of the entire series, since it needs to stay light and exciting. But, there are subjects that are inherently so sad that it's hard for the series to overcome them to stay light, and one of the big ones is animals dying.