Have you considered the possibility that him ending your therapy has nothing to do with his wife or her jealousy and that he might be using it as a cover? It's a very odd thing for a therapist to say or use as an excuse for ending therapy. Sounds like it's more about him and his conflicted feelings.
I'm not surprised you're confused, he keeps changing his mind and is keeping you hanging, hopeful for a relationship with him. Do you really want a relationship with this guy? Do you think it would be good for you? I wish you luck and strength with this.