I second talking to them to see how they feel, we can only guess, and it is always a good thing to open up communication with children at difficult times like this. Obviously I don't know your children well enough to guess, but if I had made a comment like that to one of my parents at that age it would have been using sarcastic humour to cover up painful feelings. Family members regularly praised me for how well I was dealing with the situation, but in reality I was depressed, self harming and anorexic. I'm not saying that's whats going on at all! Just to make sure there is nothing going on under the surface if they seem surprisingly OK about everything.
When my Dad asked my alcoholic mother to leave he was very open about what was going on in the process and although it was a painful time I think that it was made easier and less scary by this openness. But do try to keep things neutral, without blaming either party because however much he (or you) have done wrong the kids still benefit from working out their own relationship to their parents, untainted by the parents prejudices. And of course reassure the kids that nothing that is happening is their fault and that Mummy and Daddy still love them both very much, nothing has changed there.