At a minimum, you should say "thanks" for the reply and the thoughts. But if it were me I wouldn't try to gild the lilly, turn him into a recruit for Team Antlers, pry information from him.
Trying to preserve one's marriage is never "futile" -- which is to say (thanks to Mssrs. Webster and Merriam) it isn't an act that "serves no useful purpose."
That being said, however, one would want to be cautious about defining that "purpose." At a minimum, The Work -- and your demonstrated willingness to undertake The Work -- says something about Who You Are.
And it's never futile to lay that marker down. As my Good Christian Man Friend likes to say when ministering to me, heathen that I am, there is grace and nobility in what we do when we show our true colors, especially when the doing is difficult and challenging. You will live with it and know; they will live with it and know.
In my own sitch, this seems (mind-reading alert) to be one of the things that is sort of eating at WAW -- I'm not making it easy for her by accepting it. Which is weird but true. Resisting, fighting, being nasty -- all that would validate, affirm, justify, and rationalize. But by trying to live -- again, despite my heathenity -- with "grace and nobility".....well that just doesn't square with the WAW worldview.
But it makes things pretty great for me. So think about that, my friend -- if you're making things great for you, in what possible Bizzaro World could that be "futile"?