I see your point, although there isn't that much to investigate until Marti gets kidnapped in the first section, and at that point the story ends. Scully and Marti are the decoys, there to try to lure the perp, Mulder and Donald are there to watch for him and watch out for them, Mulder is working on the profile. Her part is kind of a thankless task, but the women are both putting their lives on the line. She gets more to do in Part Three.

Remember, in this first part, we are seeing Mulder solely through Scully's eyes. She's fallen head over heels in love with her partner, and I don't think she was planning this as part of her working vacation. Scully is nuts about him; given close enough proximity, she literally can't keep her hands off him.

Scully not even being able to ski? Well, Tesla is using the time-honored motif of portraying Scully as a fish out of water; both on the slopes and in love, she's losing her balance. I think Tesla believes that without both of them coming unglued a bit, our dynamic duo would never do the deed. Despite the feelings they share, plenty of sexual chemistry, and everything they've been through, their basic natures keep them apart. It's not just Scully who has control issues, imho.