Do not (you men) marry idolatresses unless they believe; a believing woman is better than a idolatress, even if you like her. Nor shall you (women) marry idolatrous men, unless they believe. A believing man is better than an idolater, even if you like them. 2:221
So it may not be in the Quran, But it might be cultural and vary from country to country that only men can marry outside Islam, I'm not sure Either way.
If it ain't in the Qur'an, it doesn't count. Idol worshippers are different than People of the Book (Christians and Jews), and there still is no punishment mentioned... just that it is "better". "Shall not" does not imply punishment no matter how you interpret it.
Sudanese woman sentenced to death for apostasy
So apparently it's his interpretation, Though I wonder how commonplace it is?
Plenty will interpret it this way, but the Qur'an trumps all, and there is no punishment for marrying outside of Islam for men or for women. Period.