I bet he's trying to fake out the youkai by saying he's happy to give his life to take out his wife's enemies. He's been a fool for the fluffy tail since day one.
This chapter reminds me of the last fight with the Joker on his jetpack at the end of Batman Mask of the Phantasm
https://www.youtube.com/watch?v=6XaT_YfWYFE
Hey, the story addressed the fact that it started with husband on his way to kill himself! I expected that to go unsaid forever as just some forgotten excuse to put him on a secluded mountain to setup the story. Maybe someday we'll even learn why.