I've been where you are. Trying to make sense of something that's so nuts you can't even get your head around it. There's no easy answer. I wouldn't go on this walk nor would I discuss this any further with him. I would tell him that I completely disagree that a divorce is the right thing to do but that is all you are going to say on the matter. I wouldn't get talked into doing it "amicably" i.e. without attorneys. He has his own business right and has been reasonably successful, right? Then you need have no fear of the future. You'll get half of it and possibly spousal maintenance if he really goes through with it. In my mind, the most important thing to remember is you have more time than you think and to do as little damage as possible to your dignity and self esteem (i.e., no begging, pleading, etc.) In California the waiting period is 6 months and your lawyer can drag it out longer than that. That gives plenty of time for things to happen. Where I am, the waiting period was only 60 days! It was like being on death row.
What I found out is that once mine was out of the house and had to live alone, things started to change. It took quite awhile but actually feeling the loss and living the "fantasy" wasn't nearly as exciting as imagined. I'm not going to pretend it was easy, because it was not. But you can make it and things can turn around. It's just vital that you keep your own counsel and always put your own interests first until things become clearer.
I'm so sorry this is happening to you. Mine didn't have an affair but the buildup to the bomb drop was several years of uneasy peace and uncomfortable living. If mine can turn around, yours can. Mine was ANGRY at me too.