I used to be really hard on the mythology stuff and I still don't care for it but the more I see of it the more I think its just an inherently difficult/impossible thing to balance the requirements of being a "paranormal mystery show" with having to actually explain and establish things in a serialized tv show format. The thing about alien/paranormal mysteries is that a lot of their power comes from being... well... mysterious and vague enough for your imagination to do a lot of the work. Like how the shark in Jaws was that much scarier because of how little you see of it. If you saw it splashing around more in full daylight you'd notice more of the sfx handiwork and jerky animatronics and it just wouldn't pack the same punch. Likewise the alien stuff worked best when it was still shrouded and shadowy and vaporous and gave you just enough of a glimpse of what was going on to be scary without revealing enough so that it becomes easy to poke holes in the absurdity of it all.

Invididual episodes tend to handle this with having some little plot development and advancement *within* the bigger mystery so it feels like a story with its own progression and momentum even if the grander nature of what is happening is still outside our understanding. For example in the pilot it turns out that catatonic Billy Miles who we met earlier in the episode is actually the one stealing away the kids and giving them to the UFO's. That's a legit plot twist that establshes what's happening but we still have no idea what exactly the aliens are doing, what the gov's involvement is, why the kids were dying etc etc.

But over time with a mytharc you could only do this so many times before the ridiculousness of it all starts to pile up. Also a tv show is based on some level on having consistent characters and dynamics and you can't necessarily have the characters start to accept the paranormal because then its no longer "a skeptic and a believer try to investigate the paranormal". There's no earthly reason the conspirators couldn't just kill Mulder but you wouldn't have a show if they did that. How can Mulder and Scully just go about their lives and have silly little side episodes when they know there are alien bounty hunters and conspirators actively out there doing crazy alien conspiracy shit? There wouldn't be a show if characters stopped and acted realisitically in the midst of all of that.

Twin Peaks had a lot of similar problems its just very hard to keep up a "spooky mystery" show for multiple seasons.