It is not reasonable to presume that a character crossover necessitates that two shows are taking place in the same world.
Captain America, as embodied by Chris Evans, has crossed over into what we believe to be our existing world, by appearing in hospitals. Tony Stark/Iron Man has appeared in our world, giving a small boy a prosthetic forearm. This does not mean that we are actually living in the Marvel Cinematic Universe.
The Mythbusters showed up in CSI. I don't believe that means we're living in the same universe as Horatio Caine of CSI: Miami.
Richard Belzer has appeared as John Munch on Jimmy Kimmel Live! I don't think that indicates that we live in the Tommy Westphall universe.
So I don't think that John Munch appearing in a flashback episode of The X-files establishes that Homicide and The X-Files take place in the same universe, let alone that the chain can be made to the Tommy Westphall universe.
It is reasonable to believe that multiple character crossovers over the course of time could indicate that the continuities of two shows are closely related. For example, Millennium and The X-files have had several crossovers, and seem to be related. The Lone Gunmen is specifically a spinoff of The X-files, and is considered to take place in the same world.
CSI, CSI:Miami, and CSI:NY have mutually crossed over, particularly by having backdoor pilots. Those series are considered to be in the same world.
There are also shows that are specifically stated to be operating in the same world, where the same actor appears as more than one character. The Pattie Duke Show comes to mind, as do Eureka and Warehouse 13.
Also, we can have the same character played by the same actor cross over, and specifically and explicitly end up in different universes and continuities. The Transformers cartoons have the same Optimus Prime voice actor as the movies, who is playing roughly the same character. Still, the movies and the 80's cartoon are clearly in different worlds. The original Spock, Lenard Nimoy, appears in the J. J. Abrams Star Trek movies, where it is explicitly discussed that they are now in a distinct world/continuity from the one in which Nimoy's Spock originated.
All of which makes me think that it takes more than a single character crossing over once in a single episode of a series to force the connection of two media properties into one overarching world/Multiverse.
No matter how clever Tommy is.