Like you, I don't think Krycek and Marita together with a happy ending is very possible. They did have an appreciation for each other and a common ground of being two people who believed in Mulder's work. I like to think that feelings did develope between them, but certainly not anything "and they lived happily ever after". LOL
But that's what this asylum is about, Krycek and Marita... together, alone, and what not! :)