Alien3, even the theatrical version, was fine IMO (although the special edition is much better), I referenced Alien3 because it seems to often be particularly disliked (almost more than Resurrection or perhaps more passionately?).
I don't know about setting per se, but IMO Resurrection is way better than E01/E02 with the Peter Pan stuff and Hermit the plot armour brother.
I thought Resurrection was fine too, weaker than Alien3, but a good experience overall. I liked Romulus more than Resurrection too, but that doesn't mean Resurrection is bad.
We'll see how it goes, I am going to watch E03, but I am not at all optimistic.
I still don't understand how E02 has a 8.0 on IMDB. That's higher than Cronenberg's The Fly which has a 7.6 (The Fly is a classic of horror).
I strongly prefer the "monster of the week" episodes of X Files to the story arc stuff.
The self contained episodes were fun and had a defined beginning, middle and end.