It could be fun if Alex still worked for the FBI, but was on some sort of deep-cover assignment that Mulder didn't know about, a la Mulder's assignment in Pine Bluff Variant.
That way, we could watch Mulder struggle with all of those trust issues, but from a slightly different perspective.
Just to make things interesting, maybe Scully and/or Skinner could know about the assignment, even while Mulder doesn't.
Just a twisted little thought.
Tira