Mulder and Scully always shit on the local cops for whatever incident they're investigating.

They're also suspicious of the federal government.

The alien conspiracy is also basically the legacy of Paperclip, Unit 731, etc. in the show.

So Mulder and Scully (together though, on his own Mulder's basically a crank) are good cops, but part of that is because the show makes all other cops comically evil (either local hicks who aren't able to recognize a corporation is doing biological testing or even complicit in whatever shit is going down) and the authority above Mulder and Scully is compromised by being a legacy of Nazi/Japanese Imperial evil. As FBI, they basically work to undermine both ends (the authority above and the shitty cops below).

Also, in general, they don't do the flagrant evil cop shit, they're more interested in trying to get evidence to take down big corporations/the government conspiracy (of course, this never goes as planned, but hey, they're trying!)