"Scully?" It wasn't so much a question as if it was really her calling, as much as she was still calling him after twelve years. Unless... Unless she'd been brought here as well, or it wasn't really Scully. Part of some test, perhaps? "I am, but... there's something going on here, Scully. I woke up on a bed, in a room I don't remember getting, and... it's twelve years later, Scully. I'm missing twelve years."
Yeah, that wasn't making much sense. Though if it were the real Scully, she'd start telling him that, and that there was a logical explanation for his perception of everything. And if not, whoever it was would likely play into the whole scenario. Feed into his known paranoia, perhaps give some clue as to what was happening and why he was here. Directing him to the purpose they had brought him here as it were.
It was a stretch, perhaps, but there really wasn't any other way that he could really test to see if she really was here or not. There just wasn't really anything that was known to just the two of them that he was willing to let be known out in the open.
Then again, she'd only asked if he was in Eureka Springs, not that she was here as well. "Where are you at, Scully?"