He couldn't sleep, Scully had complained about his beard and so he shaved it off, nothing wrong with that - besides it's symbolic, Mulder had lost his way, issolated himself and became a newspaper clip cutter. Scully had brought Mulder back to his true passion, solving X-Files, shaving his beard represents Mulder getting back on track so to speak.
As David Duchovny said in the above linked radio interview:
"Nothing says you've given up on life more than a beard"
As David Duchovny said in the above linked radio interview:
"Nothing says you've given up on life more than a beard"