I'll try, although I may not have gotten it right. (Others please correct me if I'm wrong.)

The William in these scenes is a memory, or a ghost. He's actually dead, or given away to the aliens in order to save everyone else ("It was the whole world"). Scully sacrificed him, and now understands more/relates to what Bill Mulder must have felt when he gave up Samantha ("We've all had to give up someone"). Scully plans to kill herself ("I'm coming"/"I have to go") but she has one last thing to do first--to tell Mulder.