Well..... it's kinda true. David Duchovony did leave rehab, but it was because he had "completed treatment" not because he was denied conjugal visits. Get the rest of the story below (Courtest of TMZ.com)
Duchovny's Out There, Again

David Duchovny's stint in sex-addict rehab has come and gone.
After two months doing whatever it is people do to get over wanting sex all the time, DD is "out of rehab," says his lawyer Larry Stein. "He successfully completed his treatment." Duchovny had gone into rehab in August.
The "Californication" star has also begun shooting a new movie, says Stein, and the new season of his Showtime show has begun.