I watched seasons 1 & 2 recently and in each episode the cause of whatever they were investigating was either outright, or at least very likely to be, of supernatural origin.
The only episode that came close to a mundane conclusion was the one where they linked the murders to a feral human, a Sasquatch of some kind, living in the woods of New Jersey.
I don't remember the other seasons very well, but I'm wondering if any episode concluded that the cause of the crime was due to "natural" causes?
The episode 'Home' (S04E02, 1996) turns out to be:
All about a single family inbreeeding for generations and commiting (mudane) crimes to cover their tracks.
There's nothing alien or supernatural about this episode...
It sounds like the specific episode that you are thinking of is "The Jersey Devil", from the first season. A humanoid creature is attacking people in the woods in New Jersey. Mulder speculates that it could be leftover from earlier in human evolution, like a "missing link" or a relict. Eventually, the creature/woman is located, and is killed by police. An autopsy shows nothing prehistoric about her, suggesting that she was a feral human.
A lot of X-Files episodes are (TVTropes warning!) maybe magic, maybe mundane, but the autopsy at the end puts this one pretty clearly in the "mundane" (or "natural") category.
"Orison" (S07E07, 2000) was a supernatural episode, but its predecessor, Season 2's "Irresistible" (1995), was not. Donnie Pfaster was just a necrophile serial killer.
Also the Luther Lee Boggs episode from season 1; he was a killer that Mulder put away who ended up having a psychic connection to a kidnapper who was also his former partner. He helped Mulder and Scully find the teenagers but then Scully kills the kidnapper and rescues the kids. Mulder had gotten shot or something and was in the hospital for the last half of the episode.
