I read through some of the threads and noticed two major trends emerging in the argument.
Those who argue against it talk about "express permission," and explain that the rulebook being permissive you can only do something that the book explicitly says you can. This goes in line with the book saying when you can move your troops, how far they can go, when they can assault, etc.
Unfortunately, I do not think that that argument can apply here, and I also think that posters are wrong in saying that the book does not allow a Librarian to Gate out of CC, even though the book might no explicitly say so.
To understand what I mean, you have to do a little jumping around, and some basic reasoning. The rulebook states that in order to use a psychic move, a Psyker must pass a special leadership test. When can a Psyker use a special ability? This is described in their respective Codex.
In the Space Marine Codex, it says that a Librarian may use one psychic power per player turn. What phase of each turn the Librarian is allowed to use a move is explicitly described in its entry. GoI states that it is used at the beginning of the movement phase.
Lets review whats happening so far. A librarian that is locked in combat is using a psychic power. When? At the beginning of the movement phase. Is he allowed? Yes, the SM Codex says that a librarian may use one power per player turn. Nothing illegal has been done so far.
So what happens now? If the Librarian passes his Psychic test, then he is removed from the board and returned via deep strike within 2' of his original position. Is this allowed if he's locked in CC? The rulebook does not prevent psykers from using their powers in CC, so yes.