The line comes from Gex 2 Enter the Gecko, the 1998 platform game built around Gex making constant parodies of television and film. Its joke refers to Fox Mulder from The X-Files, whose sister Samantha's alien abduction drives much of his story. Clips of Gex's one liners later circulated on soundboards and in meme edits, where this specific reference survived because it is recognisable to X-Files fans yet baffling to everyone else, making it useful as a random, unexplained reaction sound online.