So have your talk and good luck. It can be they are not ready to end it but are looking for a response from their mate. It can mean that they want to talk about it but can't find another way. It could mean they want to end it but are afraid to act. I would like to know what is being done.
People frequently feel they want to end a relationship but are confused.
This may not be a relationship ending threat but it is a warning sign. See if you can both gain some understanding of the others position and see if you can make some adjustments that might improve things. Don't hesitate to consult a therapist. Be sure to examine the sources of your hostility towards your wife. People often look for hidden signals when up-front, direct communication is the best approach.