I agree. He’s warning you that if you say or do anything he doesn’t like then he will leave and it will be your fault.
I know a woman who put up with her husbands poor behaviour for years. She went for counselling and the counsellor encouraged her to tell her husband how she felt. So she sat him down and quiet and calmly told him how unhappy she was.
The next night he came in and told her he was leaving her, that he had got somewhere else to stay and was moving out at the weekend. He refused to say anymore and wouldn't speak another word to her “ There’s nothing to discuss “. She begged him to stay , asked what she had done, why he was leaving. He refused to talk.
She was utterly devastated , completely fell apart. He moved out as promised a few days later and continued to have no contact with her. All her friends told her there was another woman but she refused to believe it.
Her family thought he was a wonderful man and asked her what she had done to drive him away, had she given him enough sex, didn’t she think she has put on a few pounds etc .
She didn’t press him for a divorce as she still hoped that he would come back.
Six months later he turned up and told her that he was willing to take her back. He claimed that he left because that’s what she wanted, that she had destroyed their marriage with her constant criticism and abuse , that he had never stopped loving her but he wanted her to see how terrible life would be without him.