Sometimes we hyper-focus on the emotions the words trigger instead of the message being delivered.
Sure, it sounded like an assholian thing for your husband to say, but as you're well aware, the good news is that he said it.
Once communication is shot to hell, then there's very little hope, but at least you two are talking, even if hurtful things are being said.
Cheating, leaving, he won't, so don't worry about that happening tomorrow.
He wouldn't warn you he's about to cheat, that makes no sense, because that's a secretive act. He's describing how desperate the situation has become in his head, sounds like a cry for help.
Escape, from the weight on his shoulders maybe, but not particularly from you...
Life gets overwhelming and some of us, we get this urge to run, to escape, just to catch a damn break or even just our breath. Not because we have stopped loving or wanting our loved ones, but because we need some room to breath, some me time, a slot, a space, dedicated just to us.
I'm not trying to minimize how hurtful your argument / conversation with your husband went, but I have been in very similar shoes, and I couldn't even voice mine, because it's not a trusted partner I wanted to "escape" from, it was my widowed mother and my very own daughter... Shameful much?
I'm not saying stuff your feelings in a box and put him first, all I'm saying is, give him a fair chance, and try and listen to what he's going through and what he may need at this time.
Then figure out how to make both of you happy.