Connacht head coach Pat Lam said: "James came to us with an urgent request to return home to New Zealand where his young family is based.
"His situation was one we could sympathise with and we were able to organise a release, effective immediately. We wish James all the best in the future."
So'oialo added: "I've enjoyed my short time at Connacht and was made feel so welcome by the boys. But I need to be with my family now. I wish Connacht all the best and I'll be keeping a keen eye on their progress from New Zealand."