This is a real p.i.s.s.e.r. I often face this threat myself. I would call myself a severely abused woman - verbally, emotionally and physically. He often threatens me that he will leave ME (because I am the cause of all his problems, to manipulate me into doing and behaving the way he wants me to, etc.) My gut feeling has been unreliable as to whether he would really do this or not. I am so messed up that I fear that this monster will actually leave me.
For this creep to leave YOU, well, this is a very special type of kick in the teeth and I feel for you so much. There is no getting around the fact that you must feel humiliated. What everyone is saying about "be glad", "he did you a favor", etc., this is all true. But it doesn't make you feel less humiliated right now or less hurt. What a pig. Of course you feel devastated. The ideal formula would have been that you get yourself together enough to leave HIM and then you sit back and listen to all the begging he would do and you would get the satisfactions that you maybe sort of "deserve" and so forth. But then he hits you with this. There is something about it that feels so unjust to you, so wrong, so backwards. I understand this. And I am so sorry.
It won't be much consolation to you but: maybe the Universe really did give you a huge gift. Maybe you wouldn't have been able to free yourself from your attachment to him - ever - unless something like this were to happen. I myself might possibly fall into this category, so I have no room to sound self-righteous, believe me. My goal is to position myself financially so I can kick him to the curb, and even though I love him and will miss him terribly even though I am his physical and emotional punching bag, I will be able to get at least a little satisfaction from him "wanting me back" and getting to listen to his bogus promises of how he "won't do it again". (Hardee Har Har)
But maybe I won't be able to do this and the Universe (or whatever higher power makes sense to you) will have to say, "Christina is not going to be able to pull herself out of this. And since she is so very loved and valued we are going to make this happen another way." And the creep will dump ME.
This is just my theory. I feel your pain so very much. So, here's my two cents. I hope it might help a little. I care. If you, or anyone else on this board wants to email me personally, feel free.