Let him break up with you then. And in my honest opinion, get into a conversation with him, make him say it again, and make it a reality. He is controling and manipulative. That's why he's saying that. Get away from him before your life story becomes material for a Lifetime movie.
Either call him out on it or say "okay, go ahead then" because I doubt that he actually would. I've tried that stuff on my girlfriend once when I was mad and as soon as she said "okay, do it then" I felt like the biggest idiot.
Or like the other guy said, he's looking for an excuse to end it and making it seem like "your fault" since you were the one to hang up so you chose it. And if that's the case then you're better off without him anyway, because that's way too controlling.
Honestly it sounds like he's trying to be dominant and take control. If he does it again just call his bluff or find out why he is threatening it. He is probably doing it as a game. Don't play it. They will keep doing it.