This is a mood and format sequence. The main title sequence remained unchanged until David Duchovny left, and that alone should tell you something about how important it is to the producers in stating what the show is about (and the fact that show tanked after Duchovny left should tell you how much more important characters are to viewers than the stories).
First of all you know right away that the format is science fiction, horror and fantasy. You know that the show is scary. That means your stories also better have a scare in them.
You can also tell from the main title sequence that the style and tone – and the feelings they evoke -- are very, very important, more so than the minutiae of the story. That main title is all about creating a feeling in you before the show even begins.
You also know right away that this is a show about two FBI agents that investigate paranormal activity. The title sequence tells you in big print exactly what they investigate and suggests that it involves conspiracies about which the government denies all knowledge.
The music is creepy and distant. You know it’s not a show that is going to be fun and games. There is not a lot of humor and high jinks. It’s about government conspiracies and the supernatural.
So you know the tone your story has to have. You know the two of them have to be at the center of it. You know that there had better be some scares in it. You never have to watch an episode of the X Files to know all of that -- you just have to watch the main title.