Back in Season 7, Scully embarked on a trip with the Cigarette-Smoking Man after he promised her access to remarkable medical technology.
Chris Carter and The X-Files were clearly playing the long game when it came to the reveal of the Cigarette-Smoking Man’s involvement in the conception of William.
He denied doing so, and there was no explanation for what happened until his confession to the Skinman in “My Struggle III.”
Naturally, she confronted the Cigarette-Smoking Man and accused him of drugging her.