AKA: We Can't Actually Send Mulder and Scully to Scotland
In terms of famous Cryptids, the Loch Ness monster is probably second only to Bigfoot in terms of fame, so it was inevitable that The X-Files would want to tackle it. They only had two major obstacles: First that the series in no way has the budget to properly render a giant aquatic monster and second that the Loch Ness monster lives in Scotland, which is pretty far outside Mulder and Scully's jurisdiction. You can fix the second by inventing a similar monster in the US and the first by...well we'll see.