They revealed who Yves really was -- Lois something-or-other, daughter of some billionaire international arms dealer & terrorist, whom she despised.
They chose to seal themselves in, to keep a guy with a lethal virus bomb thingy in his gut from killing thousands of people. I.e., they died the way heroes are supposed to, giving their lives to save others.
Note that they started the episode broke, with no gear but a single allegedly piece-of-crap computer, and not having put out an issue of their newspaper in months. Further note that they started their fictional lives as a bunch of consipracy theory junkie geeks, in a world where secret alien conspiracies kill lots of people that get in their way.
If Byers, Frohike, & Langly had to die -- and let's face it, *nobody* on the show is actually likely to survive to see any kind of complete victory -- it was better this way than getting killed by some MIB, alien bounty hunter, supersoldier clone, alien thingy, monster guy, or the like. Note that they are just about unique in the entire X-Files canon in doing this. I can't think of anybody that chose to give their life to directly save others. Mostly, people betray their bosses to save or help Mulder or Scully, then get killed for it. Krycek, CSM, the blonde from the UN, etc., etc.
They also, interestingly enough, left the seeds of a new Lone Gunmen, with Jimmy Bond, Yves, the other computer hacker (Kenny?), and possibly even Morris Fletcher. Maybe for the X-Files movie(s), if they do others . . .
The Lone Gunmen may be dead, but they'll live forever.
