AKA: The Hearts Are Made Of Cloth Dude
I think it's a bit of a false dichotomy to assume that, in an episodic series like The X-Files we have to keep our plot and character furthering stuff separate from the Monster of the Week episodes. Some of Buffy's best character work was done in what amounted to Monster of the Week episodes, so we know it's possible. Still, the series usually keeps the overarching stuff from touching the Monster of the Week stuff. Usually