The thing that makes directing The X-Files that makes it so difficult is that, as in any profession, people have different strengths and weaknesses. Some directors are very good with actors, dramatics and staging. Some directors are great with the camera, they're very cinematic. Some directors are really good with action. Some directors can do suspense well.
Some directors know how to use special effects well.
But when you come to The X-Files, you have to be able to do all of that. Becuase if you can't do all of that, you can't do the show. Carter has tried to persuade Goodwin to move back to Los Angeles, to no avail. Goodwin says it's time to take a break from the grind and think about life after The X-Files. Five years has been enough, quite frankly.