Wow. This is a classic controller/abuser line, an ultimatum that inspires fear and intimidates you into the behavior he requires. He also sounds like he might have narcissistic personality disorder. (google that for the symptoms, it's eye-opening)

You know this isn't loving behavior, right? To persist in behavior he knows makes you unhappy, to smile at and taunt you when you show your distress, and to threaten withdrawal of his love if you seek out help?

What's the worst that can happen if you seek a therapist and he finds out? Is there any threat of physical harm? If he's just threatening to withdraw his "love," that's a laugh. I don't want to imply he's not capable of love or has never loved you. But right now, he's clearly not showing you any love. I mean there's nothing to take away from you.

You probably have a lot invested in your relationship. He's the father of your kids after all. But if he's not willing to go to therapy with you, or to sit down like a human being and discuss your problems together, it doesn't look too great for the long term.

His behavior is unacceptable. I hope you find the courage to at least get individual therapy about this.