Why was that sense of dread in the X-Files so popular in the 90s - because it was absent from culture in general and people always need it?
tldr - yeah I think so
the X-Files was done 3 years before it technically ended - when Duchovny left - so the 9/11 allusion you have isn't exactly right but it did fit perfectly into that space between the end of the Cold War and 9/11. the brief true Pax Americana, what historians will very likely look back at as the peak of American power, no serious visible external enemy to Other. plus a booming economy. salad days. so hostility turns inward, amplifying/combining with traditional Paranoid Style In American Politics conspiratorial suspicion. and then yes a very harsh wakeup call burst that fever dream bubble.
those comedic recurring minor characters T mentioned - the Lone Gunman - a big part of the joke is that they're usually right despite even Mulder not believing them. and ya nowadays I mean those dudes were middle-aged 2600 hackers types but it's hard not to see a germ of Infowars, 4chan/reddit conspiracy black holes, Qanon. Fake news. We basically live in a Phillip K. Dick short story collection at this point. Tbf no show could've predicted the rise of social media and its largely toxic effect on social discourse, information distribution, etc.
there's also the fact that having been exposed to actual conspiracies or their evidence it turns out they're way more mundane/boring, tawdry, but also often abstractly vicious than the X-Files, with its cabal of old guys making deals with black ooze aliens or whatever.