I think it depends on how you look at things.
To my way of thinking - the choice is simple. You stay or you go. Make that choice. If you are in a relationship and it is making you miserable, then why choose to spend your life that way? You only get one. Try and do what will make you happy.
It's the aftermath that can be very difficult for some - the what comes next. Like you say, lives can become very intertwined and separating can come with an array of challenges. But most people experience life on their own before a partner. Most people learn to support themselves before marrying/cohabiting with someone. The difficulties and financial troubles that life throws your way will always be there, whether in a relationship or single.
I think the scary part for so many is wanting to split up when there are children in the picture, having never raised a child alone. People (especially women) often change careers to fit around their families needs. Some people stop working altogether. IME, it's these people who panic the most about a separation. There's job uncertainty, financial worries, fear of lifestyle change, fear of being lonely, splitting a 'family unit' up, things can sometimes become quite nasty, etc. That's the hard part. But if you are determined to leave, if you believe your choice to leave is the best thing for you, then you do what you need to do. You take it one day at a time and you adjust.
I made a choice many years ago. I decided that staying with DD's dad was not the right thing for me to do. I didn't want to play happy families with that man. That was the easy bit. That choice was simple. The hard part was what followed - being a single parent, having a lot less money, learning to live life by myself and make all the decisions on my own. Yes, it was hard. Yes, at times it's felt like a series of monumental fuck ups and shit storms. But would I change it? Hell no. Because staying wouldn't have been simple, either. Staying would have made me incredibly unhappy. Staying would have felt like giving up and resigning myself to a crappy fate together because I was too scared to take a leap alone. Staying would have equaled regret. And there's no such thing as a simple regret - those wee bastards will follow you about your whole life.
It boils down to: Which not-very-simple option are you prepared to take?