It must have aired on the BBC, because even though I'm fairly sure I haven't seen it since then, I'm immediately having vague flashbacks to seeing it, and not in a watched it later on video way, definitely in the latest episode way. But I mean, back in those days, you only had to miss-set the video recorder or forget and you'd missed it. /feels very old again. (I stopped watching the X-Files around S7, mainly because then Mulder left, but also just because I kept not being able to set the video recorder. It was a going through a highly temperamental stage of its life).

(I stopped partway through S3 on my rewatch, so I can't remember enough to say, but enough to feel reasonably sure that the BBC must have shown it.)