AKA: Duane Barry Is Not Making This Up
Right from the get go The X-Files had linked episodes in the form of its mythology episodes, but for the first season or so, they were mostly one off episodes, perhaps interconnected but not paired up. But, as the series progressed, a new dynamic for how they produced and aired Myth Arc Episodes. Namely, they would make two or more episodes paired together, making a single longer story. And this is beginning of the first multi-episode arc in the show.