Maybe it was Mulder playing the piano, of which we've never had a hint in canon (have we?). It's described as "rough" and "unpolished," but I think it would realistically sound bad enough to screw up the mood she's trying to achieve.

Too subtle? So what, you knew what she was getting at but you thought she didn't say it clearly enough? Yes, I think you are right, Mulder playing piano might be fanon rather than canon, although as fanon goes, I vastly prefer it as an invention to the one where Mulder's mother popped Valium and his father beat him up regularly.