The trouble is, we, the viewers, get a god's eye view of the action. We see that the monsters are real, and experience every magical moment of proof. Scully is a scientist plucked from our world and placed in Mulder's world of mystery. In our world, magic does not exist.
We experience weird and unexplained things all the time, and every single time there is a rational, scientific explanation for the evidence. UAPs actually are weather balloons and experimental aircraft. Mexican alien mummies are just plaster cast hoaxes. The guys who had a dead bigfoot in a cooler were lying for attention. Scully, in our world, would be correct every week, and we have a lot more Mulders than we care to think about.
Scully is a scientist. She does not dismiss that there are things we don't know. She dismisses the fantastical explanations presented without evidence, and we see week after week that Mulder doesn't have evidence. In the show, there are shadowy forces deliberately destroying evidence and disposing of bodies to keep secrets, always just outside Dana's peripheral vision. From our seats in front of the TV, we can see them, but she doesn't.
So when she sees something she cannot explain, she assumes that it is consistent with everything else she knows, everything we know in the real world. Fantastical experiences have natural, mundane explanations, even if we can't see them. Coincidence, hallucination, imagination, pareidolia, smoke and mirrors, misdirection, and hoaxes. If you see a magician pulls a rabbit from a hat, you may never know how he did it, but you don't assume martians created a wormhole in the hat and wear bunny costumes. That's what Mulder sounds like to Scully at first. It just so happens, in this show, that Mulder is dead on balls accurate.