I don't know, since you've been going to therapy together, is this going to be a suprise? I would venture a guess not.
Just projecting my own feelings on the subject. If I were him, I would be embarrassed and offended to find out my spouse wanted out in front of someone else rather in private. I know it's a marriage councelor, but it's still a third party (and I would think a guy would think that even moreso). That's just me. I would rather have it done at a resturant, where noone could cause a scene, or sitting outside on the deck away from the earshot and attention of the children.
State my feelings and plans calmly, but have a course of action to walk away if things get out of hand. But again, that's just me.
Sharon