My husband (29M) just told me he loves me but no longer wants to be married to me (29F)

I'm not sure how to start this since it is so fresh, but last night my husband and I went to couple's therapy (it was actually his session that they invited me to) and he told me out of the blue that he doesn't want to work on our relationship. He says he loves me, is still attracted to me, and that I am perfect and have done nothing wrong. We have been together almost 6 years and married about 3.5 yrs. I feel like I found my soulmate (as cheesy as that sounds) but while our relationship is not perfect, we love each other and we can figure this out.
The therapist basically told me that I need more from my partner and I need to be with someone who will show up for me. He won't. She said we are not talking about divorce yet, but it sure feels like it. I am just so broken, have been crying on and off since last night, and can't come to terms with it all.
He says he has changed and wants different things now, but is not sure what that is. He says it is not another person in particular he wants, but that he wants to work on his life alone. He has kissed me since, held my hand, and told me that he loves me several times. He gave me a massage last night, held me while I cried. He even initiated sex (which our therapist told us not to do). I really should have said no... but didn't. I know I am playing the part of the fool right now, but I really can't come to grips with his decision and it just doesn't make any sense. A part of me wants to just leave right now, a part of me wants to see if we can work this out. I don't know if I should talk to someone else about this or keep it to myself. Rationally, I feel like there is no point in trying if he says he doesn't want to. Should we continue with therapy? It was our first and only session last night- and she says 12-24 sessions and we should be able to make a decision together where we both win. How is this possible when I feel like I come out the loser if we get a divorce? I'm losing the person I thought I was meant to be with.
TL;DR My husband after 3 yrs of marriage just told me he doesn't want to be married anymore with no straight forward reasons. I need advice on what to do.


Source.