You sound like you know your shit in marketing so I’ve noticed something and I have a question. I checked the XF official Youtube page and 90% of the thumbnails are on Gillian/Scully. Not much on David. Any idea why?

There might indeed be a reason, because what you said is very true (maybe not 90% tho) and it’s not a coincidence. 

I’d say that the audience of The X-Files is mostly feminine. Their Youtube channel is their online showcase to the series, so they target a female audience. There’s two ways to do that. Either you present a male sex symbole or a female character to whom they can identify. They can’t decently have thumbnails of bare-chested Mulder everywhere on their channel so they choose the other way. 
Gillian is known as a female icon, a feminist activist, just like her character. For the mass audience, she has this everybody-loves-Gillian-Anderson vibe. So they will use that as a marketing tool for sure. 

But I think it’s not just that. I don’t know if Gillian has more fans than David, but she sure does on social media. I also have a Youtube account where I upload videos of  both David and Gillian and I can tell you by experience that Gillian will make more views than David. Every time. For example, during the last Upfronts, I’ve posted both David and Gillian red carpet photocalls. I posted the two videos the same day, at the same time. Gillian’s has two times more views than David’s and it’s always the case. 
So I can’t compare my small account to their big channel, but I can totally see why they want to use Gillian’s image more than David’s.