Ask yourself why you feel that you deserve this, how it could possibly be better than being on your own, and what you should think of someone whose main coping strategy is an aggressive and cruel disappearing act. Don’t give him more time – give it to yourself, to rebuild your life and do better.
He’s hurting, and depressed, and probably has been for a long time. Trying to reason someone out of depression symptoms won’t work. So absolutely, go to therapy: You deserve help learning how to navigate a marriage with someone who desperately needs treatment but refuses it.