Guess I could do a Google search. But I don't think it was a well publicized comment. I forget the gist of it.
google search turned up this:
Question: Mr Quinne, I have been a fan of the fox television show The X-Files for several years. There have been rumors that David Ducheovny, who plays Fox Mulder, would like to leave the program and pursue a stage acting career. Will this happen, and will the X-Files be cancelled as a result? -Worried in Washington CountyAnswer: Yes and No. David Ducheovny, who plays the unflappable Fox Mulder on Fox TV's The X-Files, would like to leave the series at the end of this season. He has been offered the part of Richard Feinman in the Broadway production Peter Schickely's minimalist opera Einstein on the Fritz. The producers plan on having Fox Mulder die of autoerotoasphyixiation in a Millennium/X-Files cross-over season finale.