my take on it (knowing a bit more on the subject of past lives) is that the more times you are born with the same person, the more the relationship evolves during lives. I believe Mulder was asking Scully and mostly himself what had changed in this life? How could they be any more closer than in other lives? Of course, you don’t get the answer until later in the series when you know they actually fall in love with each other :3
I actually really like that thought on it.