The X-Files always walked a fine line of verisimilitude. Science fiction and horror have different lines whereby viewers will suspend their disbelief, and since The X-Files played in both genres, it could often be hit or miss. As such, shape-shifting, extraterrestial bounty hunters lacked the verisimilitude of horror but were fine in science fiction. Conversely, mysterious lights in the night sky work for both genres.
All this to say, doing a comic book cross-over in which Mulder, Scully, and the Lone Gunmen work with the Ghostbusters, the Teenage Mutant Ninja Turtles, and the Autobots doesn’t so much throw verisimilitude out the window as much as it dresses it up in a Guy Fawkes mask, ties it to a pole, and burns it to a crisp.
There is also calliope music in the background.