Aw, yes, good spot!
It's like he's saying that Scully is a part of him and if she dies a part of him will die with her...
I think that maybe he already knew that Scully was in a bad way when he got to the hospital, and maybe already knew how bad the cancer was starting to affect her body (I'm also forgetting that bit as well!)
I just rewatched Christmas Carol and Emily the other day, so sad! Great episodes, and I love Mulders Mr Potato Head impression
GA was great in this two parter, really got a chance to see a softer side of Scully (not that she's hard but you know what I mean).