Looking for something...
 

Is there an adventure mystery game that plays like an episode of X-Files where you solve weird supernatural cases and at the end of the case you’re left wondering whether or not it was, in fact, supernatural or it was just something simple.

There is an X-Files game, and that seems to be just about all.

Although it's more on the psychological side, Overclocked can give you this feeling.

I heard the X-Files game was pretty horrible and based on what I saw in the review, yeah, it's pretty horrible.
Overclocked... thanks.
I heard Gabriel Knight does this too, is that true?

Until it all starts getting actually supernatural, at least. Because there's a point when it DOES.

Hmm... ok. I might have to check that out as well.

New game from the same Jane Jansen (who made GK) can be your thing too. I mean, Gray Matter game.

Seems like Dr. Styles is now the Phantom of the adventure game, lol. I'll check that one out as well.