Okay, first things first. This series isn't that great. It's sorta fun at times, funny at others, but it's also poorly written with bad acting. I can totally see why this didn't last more than one season. I liked the Gunmen as oddball asides to Mulder & Scully's adventures in the X-Files; but they just can't hold their own solo.
Now, the pilot. Yes, it came out a whole six months before 9-11. Maybe they DID have inside info from someone? Maybe what happened at the WTC was bound to happen sooner or later no matter what? (It had been targeted before, and hijacked jets used as bombs is certainly not new to fiction,) Bottom line, if someone was trying to warn the American people of a planned attack, using an X-Files spinoff show pilot about, let's face it, nerds that most X-File fans could care less about, might not be the most obvious place to make your announcement. And, with the cat out of the bag, the "terrorists" still went ahead with the plan? Hmmm... seems doubtful. Makes for great discussion over beer though!
Now, I could be wrong, and maybe the whole 9-11 thing was a total inside job exactly as it was laid-out in The Lone Gunmen. Could be! However, surely, IMDb is not the place to discuss that!
Instead, we are discussing this television show and how it stands up as entertainment. It really doesn't stand too solidly, as I stated earlier. I will probably continue watching a few more episodes of this, but it's not half as engaging or entertaining as the X-Files. Too bad.