While not completely fool-proof, Fox Mulder was at the top of the field of psychological profiling, and could tell certain things about people from simple observation. The surprised reaction was genuine, or the person was such a cold, calculating person that was completely unpredictable. Not someone that was likely to be a lackey of The Cigarette Smoking Man.
"I'm sorry," Mulder said apologetically. "I thought you might be working for someone, and that the situation was something else." Now he had to agree that it had been a good thing leaving his gun in his room, as if anything had happened, and the locals tried to get in contact with his superiors, they'd get a non-working number. "I've had a rather strange day,you could say, and wasn't in the clearest of mind sets."