Mulder is the rationalist in this story and Scully is not. Mulder believes stuff too easily, so it's easy to mislead him. But he gets it right 99% of the time, and a true rationalist would notice that and change her mind accordingly. Of course, in the real world, Mulder would be crazy. But in this universe he's not. A true rationalist would notice that pretty quickly.
If I was Scully, and I saw Eugene Tooms who can squeeze through anything, that'll be when I decide that I need to abandon pretty much all the science I know and create new scientific theories right from the beginning. Because the theory of evolution is dead if this guy really exists. But no worries. Even though scientific theories that I know don't make any sense anymore, the scientific method is still there. I will come up with new hypotheses and try to prove them.
I love the show, but Chris Carter is misguided about what rationality means.