Good job in getting through the "official" announcement of your husband's wishes. I know that when I heard basically the same thing for the first time (likewise in a MC's office), I felt devastated.
(Oddly enough, the therapist also asked me searching questions about my "anxiety levels" which led me to believe that she was aiming to send me to the pharmacist too.)
All I can say is "good luck." I'm sorry to hear that your health issues are such a problem in your marriage; at first blush, it very much seems like selfishness on your husband's part that might be cleared up by some gain in maturity, but I don't know the whole story and don't want to be judgmental in that way.
Perhaps - to me it seems likely - that is NOT the whole thing, and that other issues are being covered over by this immediately apparent one.
For that reason, your "baby steps" are probably going in the right direction. Right now, doing the DB thing seems to be your best course of action, and you're clearly well on your way with it. I know that doesn't do much to make you feel better right now, but in time the sense of doing positive things will bring its own (sometimes lukewarm, sometimes slightly better) comfort.