I would reply with "thank you for letting me know your plans."
As for the whole conundrum--we don't want him to think you are leaving because you can't bear to be around him. On the other hand, the goal is NOT to care what he thinks. So either you leave because that makes you feel better; or you stay to "show" how much you don't care; or you REALLY don't care (which I know you are trying to get to) and you stay or go, whichever is more convenient for you.
I hear the words "truly detached" but as I am not there yet, I can hardly expect anyone else to be like--oh? XH is next door? ho-hum, whatever! but that sure would be nice.
