I never knew that about the comic.
Anyway they like stopped a poison gas release, but had to seal themselves in with the gas and it killed them...or something like that. It was a long time ago, and I haven't got to the episode yet in my rewatch. You know what I'll just look it up.
Ah viva Wikipedia:
"When Morris Fletcher (Michael McKean) approaches agents Monica Reyes (Annabeth Gish) and John Doggett (Robert Patrick) with information related to the super-soldiers they turn to The Lone Gunmen. He provides an alleged photo of the super soldier, which The Lone Gunmen recognize as being Yves Adele Harlow (Zuleikha Robinson), a fellow hacker who went missing a year ago. The Gunmen refuse to believe the evidence, especially when they find that Fletcher provided it, although the agents continue to pursue the trail.
Harlow murders a biology professor, cuts out an organ and disposes of it in a furnace. After the Gunmen capture her, she reveals that he had been experimenting with the immune system of sharks and had been grafting pieces of shark onto his body in order to become a living host to a biological weapon. His research had been funded by Yves's arms dealing father, who had commissioned Fletcher to find her and prevent her from stopping his biological terrorism plot. She further informs them that there is another host, whom she is trying to identify and locate before he can unleash his deadly payload.
Once Fletcher realizes that he has been used by Harlow's father, he teams with the Gunmen to help Harlow find the second bioterrorist. After a few false starts and chases, the Lone Gunmen corner the bioterrorist with only a few minutes before his virus is due to be released. They realize that they lack the time to destroy his virus-filled organ and therefore pull a fire alarm, causing large emergency doors to seal shut, simultaneously containing the virus and entrapping them with it. Their sacrifice earns them a final resting place in Arlington National Cemetery, where Fletcher, Doggett, Reyes, Dana Scully (Gillian Anderson), and Jimmy Bond (Stephen Snedden) pay their respects to them."
and also:
"In the comic book adaptation of the series The X-Files Season 10—which takes place after the events of The X-Files: I Want to Believe—it is revealed that the Lone Gunmen are alive and well, having faked their deaths during the events of "Jump the Shark". The group was aided by the FBI and have since been working underground, aiding the US government; for instance, Langly mentions that he was responsible for the Stuxnet virus in 2010."