I doubt he is actually planning to get a divorce. Unfortunately, married men will often act like their marriage is ending when they really just want to cheat. It's like the cliche of a married man claiming "My wife doesn't understand me" to justify cheating.

Unfortunately, I think it is definitely evidence that this guy has major problems of his own that he is treating you as a friend and a prospective mistress rather than as a therapy client. It's not at all appropriate for him to be unloading his personal problems (like being unhappy with his marriage) onto you. Don't you have enough problems of your own without also getting to worry about his problems? It's really quite selfish of him to do this to you.

Please don't let this guy use you. You can find a connection with a man who isn't your therapist that is better for you than what is happening here.