If they aren't worried about offending God's sensibilities - and the fact that Scully's pregnant suggests that isn't a concern - there aren't too many reasons left to get married, in Mulder's mind. Societal approval, anthropomorphized in the form of Bill, Jr. - more the stuff of jokes than anything. Tax breaks - and since he outsources his paperwork to a CPA in town, he doesn't actually know whether it'd make a difference. Relationship legitimization - obviously unnecessary. Legitimization of the kid - an offensive idea on the face of it.

All that's left is because it'd be fun, and there's no real argument to that. It'd be a blast, the perfect excuse to elope someplace - even a non-Vegas place! - and indulge in each other. But in that case, why rush it? The minute they drop everything to get hitched, it looks like one of the other reasons - and there's an actual legacy to worry about if the kid ends up thinking they were worried about how things would look. (It seems unlikely, given everything else they've done without regard for what others think, but even the appearance of worrying about impropriety seems like too much. His childhood was marked by his parents' secrets, and all their shameful actions; this kid's won't be.)

"I'd get down on one knee," he says, fingers tapping idly at her side, "but Scully, will you marry me in a couple of years after we've grown our own wedding attendant isn't much of a proposal."