Carly...welcome to the forum!
I agree with the other posters that you have the right to do what is best for your own welfare. It is not your job to keep him sober. It just doesn't work like that.
The sobriety that lasts is when the person wants to live a sober life for themselves----no matter what life throws their way. It is called "living life on life's terms".
When a person is trying to remain sober to appease someone else---to please someone else---it is not likely to continue when the challenges of life show up.
Plus....as soon as someone or something presents something that they do not want---it becomes the perfect thing to blame a relapse on. Pushing their responsibility to remain sober onto someone else......(like you, for example).
In other words...it is not your being with him or not being with him that maintains his sobriety. It is what is within him that determines his sobriety or not.
***For the record---I suspect that your therapist may not be a specialist in addictions or alcoholism. Not all therapists are, you know. Even if they are good therapists, otherwise....they may not have had the additional training/experience that is required.
I, also, am surprised that he/she said that to you.
Also, there are some therapists who have an agenda of trying to keep all marriages together, no matter what. (I have read about this in some professional journals that are directed to particular "schools" of therapy.).