The X-Files was shot on film, but then transferred to video where the special effects were edited in. The non FX shots would look beautiful, but everything else would look pretty lousy. Heck, the title sequence doesn't even hold up in standard def anymore. They could always go back and improve upon the effects like they did in the new blu ray masters of Star Trek, but out of nostalgia and historical purposes I prefer to retain them as is on DVD because that's how they looked when first broadcast.
"This is where we live, Shelly!"