"X-Files: I Want to Believe" was billed as a stand-alone film, with few if any connections to the series' mythology. In terms of aliens and conspiracies, this is certainly the case. But the mythology was never just about those elements. The "aliens" and conspiracies were the outward expressions of a spiritual battle between the angelic forces of light and the demonic forces of darkness.
The film uses the motif of light and darkness in a more thematic sense, but there are some potential connections. While this film refers to "God" in the most traditional sense, it has often been a term of convenience for any apparent source of grace found in the series. In this case, both Mulder and Scully find themselves encountering possible angelic or Godly intervention in their lives.
In terms of Father Joe, there is some indication that his genuine desire for redemption offered him just such an opportunity, though not in the manner he might have guessed. He becomes tied to the fate of one of his alter boy victims, now the subject of a monstrous experiment in transplantation, and he received visions that can help save the victims of his own victim. The question of the origin of Father Joe's visions is vital to the thematic depth of the story.
Scully characterizes Mulder's crusade as journeys into darkness, which is about as general a statement as one could make about it. His crusade (which is really more of a destiny) is all about identifying and fighting the darkness. Both Mulder and Scully have been aided and directed by these angelic forces in this eternal struggle on many occasions, and that much was apparent to both of them by the end of the series.
The serial killings are an expression of the greater conflict that has defined Mulder and Scully's life. Within the context of the mythology, the film presents a vague and indistinct challenge to what Mulder and Scully already know: that they must make the personal choice to fight the darkness. And in keeping with the series and the mythology, where Mulder is often instinctually willing to pay the personal price of that choice, Scully wavers in her faith. Scully receives another sign in this film that even if she must follow Mulder into the darkness, it is the right path for her and she will not be alone.
Accepting the premise that Mulder was not pursuing his crusade in an active fashion for about six years, and that Scully had returned to her medical practice without encountering a situation that resonated with her concerns for William (also critical to the future) in that same period of time, it may be that this particular combination of events (the serial killings and Scully's patient) is meant to remind them of their true purpose. If the film is meant to be the moment that led both of them back onto their intended path, that would certainly make sense of the importance given to the events of the film.
It's unlikely that the writers had those connections to the mythology or the larger implications in mind, but as with many of the episodes of the series, the message seems to shine through.
