This movie was more of a "monster of the week" story, which comprised, what, about 2/3 of the X-Files TV episodes. And, when you consider the 1 hour 44 minute running time, the filmmakers don't have a lot more space to work in than a pair of episodes. Fortunately, this time, they didn't take a long time introducing the mythology - a few mentions of Mulder's sister (which seemed a little too blatant, but helpful for the few people who wandered into this movie by accident instead of Happy Feet 7).
Most of your favorite characters don't show up, but that's fitting for a Monster-of-the-week story. Nothing really gets resolved, which also seems appropriate. Very little of the time since the series finale is accounted for, which holds true to the maxim "leave them wanting more".
The subtitle of the movie "I Want to Believe" shows up in the dialog and on the familiar poster in Mulder's workspace.
Bottom Line: fans of the show will find it a pleasant peer into dark spaces. A good, but not great, movie.