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In The X Files: I Want to Believe (2008) movie, on a bed, Fox Mulder says to Dana Scully:

Fox Mulder: I can feel you thinking.
Dana Scully: I'm sorry. I can’t sleep.
Fox Mulder: Actually, I have a little something for that.
Dana Scully: Just a little something?
Fox Mulder: Thank You.

Why did Fox Mulder say "Thank you"?

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Dana is jokingly implying that he is referring to his penis when he's talking about "a little something", and he's answering somewhat sarcastically, pretending to be hurt by her remark. It's all just a gentle ribbing between longtime friends.

  • To elaborate, "Thank you" means "[sarcastically] Thank you for that unnecessary insult." – Flater Mar 30 '18 at 9:24

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