You are both better off without his parents involvement in my opinion,. They sound misguided and uneducated. Since you have a therapist mabey this person could help you sort through your feelings on leaving the marriage. I used my therapist for this purpose and found very helpful.
Also, have you talked to the therapist about warning signs you might have ignored or missed with your husband during the 4 years of being together? I ignored risks, and wasnt fully educated about my husbands emotional issues before we married. It helped to talk through it all and to learn about the psych stuff.