Unfortunately, I believe that Rex never had planned on staying with TNA for long term, and I don't think it has anything to do with the company. I just think that Damien may want to take sometime away from the wrestling business considering the lack of a gap between his stay with the WWE and debuting in TNA. Now I'm not sure of anything for sure about why Damien left, but from what is known as of this writing it seems Damien is thinking about retirement or at least taking time away.
If this is the end of Damien "Aron Rex" Sandow's in ring career then I will say that it is very unfortunate because he is leaving a lot on the table as far as potential. But I do think he has had a good career and will be remembered, but could be a lot more. Either way nothing is confirmed at this point for Rex other than the fact that he is no longer with the company. I do want to wish Aron the best of luck in what the future may hold for his career in or out of the ring.