Or maybe the SGC already knows about Immortals. (I sort of feel that in certain circles Immortals would be an open secret. Given that both the Watchers and the SGC are trying to hire good researchers with multiple languages who are also physically capable of dealing with some fairly violent individuals, or at least not being killed by them, they must have run across each other repeatedly.)

Assume the SGC knows about Immortals but isn't quite sure what to do about them. After all, they're not organized in any regular fashion and they do seem to police themselves. But they're still aliens running around. And then they identify Methos as an Immortal while on another planet. So maybe his homeworld is the source of the Immortals on Earth! They must look into this possibility. Heh. Confusion abounds.