I don't know much about the 12 steps yet (in the process of learning), so you may have to take me with a grain of salt, BUT I have never heard of a program geared at helping someone that encouraged them to stay in a position that is harmful to themselves. I think there is a huge difference between having compassion and allowing oneself to be victimized. From what little I know, I took the whole compassion thing to refer moreso to forgiving, but not necessarily forgetting and subjecting yourself to more pain. You never know... you leaving and showing him you have higher standards may be the wakeup call he needs. If not, at least you're in a better place to continuously heal...
On the other hand, I don't know the whole situation. No one can tell you what is right for your marriage, only you know that.
I hope and pray that you are able to make a sound decision about this... but just remember, it has to be what you need to do. What your therapist thinks is not the issue, nor is what anyone in alanon thinks the main deciding point.
*hugs*