This statement can only be true if sex is total power. It is not.
It’s not even power in and of itself. It’s actually sexist to believe that it is.
Also, the only way withholding sex could be a meaningful power play would be for all men to be denied by all women. A systemic response. On an individual level, the person you want to have sex with not wanting to have sex with doesn’t deprive you of sex, even if you’re married. There’s literally nothing preventing you for finding someone else to have sex with.