I'd always read that as an American reflex to be against the Federal state.
that exists, but since they're FBI agents they're also at the heart of the state, law enforcement, the intelligence apparatus
I understand what you mean about Britons not having a similar tradition, but
X-Files is close to all of those 70s paranoid political thrillers -
Parallax View,
Manchurian Candidate, and especially
All the President's Men - their first big informant is nicknamed Deep Throat. And those thrillers are mostly (I think) coming from a (liberal) left critique of authoritarianism, rather than John Milius-style libertarian fantasies.
it's a tension - Mulder is a government agent who spends most of his time fighting the government - the show doesn't really examine too closely
that's what I mean when I say it's surprisingly apolitical. it's voicing the nameless fears of that brief true
Pax Americana - it began shortly after the end of the Cold War and ended a few months 9/11 - but it doesn't really get into "politics". everyone good and bad is basically part of the deep state and the conflict is all taking place among an unsuspecting public.