I looked it up but could find no evidence anywhere that Tea Leone is Nicholas Cage’s cousin or related to him in any way. Cage is however first cousins with Sofia Coppola and actor Jason Schwartzman.
The movie in questions with her and Cage was “The Family Man” not “Family Guy”. The Family Man was IMO a very good movie, sort of a retelling of both A Christmas Carole and It’s a Wonderful Life. I found the ending both sad, bittersweet yet somewhat hopeful.
Leone and Duchovny divorced in 2014. This was after Duchovny checked into a rehab in 2008 for “sexual addiction” and when they first separated. They reconciled for a time afterward but later separated again in 2011 and divorced in 2014. Leone has been “partners” with her “Madam Secretary” TV show’s co-star Tim Daly since 2014.
I watch “The Family Man” quite often. It’s one of my favorites. Similar is “Comfort And Joy”, but it never is showed any more, and it costs about $90 to buy it.
Of course, Leone and Cage aren’t cousins.