I think them not having many 'of those' scenes is what made the X-Files a phenomenon in the first place. clearly, CC was worried that too much romance would destroy the fabric of the show. It's obvious how often he forced them to investigate separately, or how many roadblocks he threw at them. As painful as it was (since the shippers didn't get what they wanted, and what everybody knew had to be coming), I think it was the right decision.