There were articles (2 of them) published ~2002, and they have been "interpreted" in cycling magazines and the like. They get brought up about once/year.
Nichols, JF, Palmer, JE, Levy, SS
Low bone mineral density in highly trained male master cyclists
OSTEOPOROSIS INT 14 (8): 644-649 AUG 2003
The article shows that cycling *at the exclusion* of other exercise (like general sports) has resulted in these 50-something men having low bone densities (Table 4, for those of you reading along). Their study population and controls were not optimal. Basically, what they found is that these master cyclists never participated in sports when they were younger. (I wonder if cyclists are loaners or something, might be an interesting epi study).
The second article is not in a peer-reviewed journal and I haven't been able to find it. But, this first article (which is interesting) is pretty good.
So, based on these studies, it looks like cycling doesn't build bone density, but it doesn't deplete it, either - although many articles have miss-interpreted these articles to say it does.
According to the cellular biologists down the hall from me who work with bone, the only way calcium could be sweated out of bone is if the person was very compromised in the first place. They also point out that a stationary bike is a major source of exercise used in the space program, where they've found it to be effective in decreasing bone loss in astronauts.




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