Coincidently the EPA calls it a myth too.
http://www.epa.gov/spdpublc/science/volcano.html
Unfortunately too many people read Rush (a "political" pundit who has taken the lead on this issue and made the myth popular) and take his word at face value as if he were some authority.
BTW: If you were to read Fyron's "proofs" they suggest that Volcanic Eruptions ADD to the depletion NOT that they cause it.