Are you worried that he is just watching them and only wants to play there because of the dancers? I'm not sure he is saying that 'it' is more important but, when you think about it, he has to make himself happy first. Would you rather him stop doing something that makes him happy and resent you for it? That would do more harm to the relationship than what he is doing now.

And why would he continue to do something that is costing him money? I just don't see the reasoning behind that unless it truly is something that he is passionate about. I feel that it is a little unreasonable for you to threaten leaving simply because of this.

And from your last post it seems like this isn't the real issue. It sounds like you guys have some serious trust issues. And if you don't trust him when he is doing his job, why would you expect him to trust you? I think avoidance is the opposite of what you two need right now. Obviously trust and communication is a huge issue here and avoiding it will only create tension and resentment. Please think about some kind of counseling whether it be couples or individual. It's obvious that there are some deeper issues here.