Bill, gruff and combative, has only ever wanted to protect her; she knows it's fear that drives his bursts of anger, that he'd take his grief out on Mulder-- some strange, shared burden of neither of them being able to change her fate-- if she let him. She's done her best not to let him, but God, she gets so tired.

Eventually she does pull away with a little sniffle; she doesn't really look like she's crying, at least. Small mercies. His shirt may tell a different story.

"Thank you," she says softly, because she knows he must have been involved. She knows, too, that Mulder-- any Mulder-- would do anything, in that moment, to save her.