Now that it's been revealed that he was some Brazilian guy not a Middle Eastern terrorist everyone is moaning and beating their breast and doing the mea culpas but I am witholding judgment. I sense there is a lot more to this guy's story then a simple "he was scared of the strange plainclothed officers." The one thing I kept from my years (wasted except for Season 1) watching the X-Files is that "trust no one" thing.
Perhaps Andrea, but I'll stick with Occam's Razor for the time being. Unless further evidence come out I'll assume he was an unfortunate (and profoundly stupid) victim of the rules of engagement forced on by the enemy.