It sounds to me like he's telling you that so that you won't have any EXPECTATIONS of him (no-contract, transparency, boundaries, etc.).
When he tells you he's cutting off contact with OW, ask him to send her a no-contact letter and be transparent with you, as long as you're still living in the same house. Then watch him back away from that REAL quick. If he DOES (balk, that is), tell him "well, it's obvious you're lying to me. If you're going to divorce me anyway, the LEAST you could do would be to be HONEST with me."