“Dear Diary… Today my heart leapt when Agent Scully suggested spontaneous human combustion.” - Fox Mulder
I also watched it, every single week, from the beginning and recall no particular suggestion that it was “based on FBI case files” or any similar claim, really.
To be clear, some of the episodes and monsters, of course, were based on other stories, creatures, or reported events (off the top of my head, the chupacabra episode, or the face on Mars, or whatever). There were probably articles and interviews at the time describing some episodes as based on some legend or news article, or maybe even an official report here and there. But “passing itself off as actual unsolved FBI case files,” is quite a bit stronger implication than I remember ever being part of the promotion of the show.