I agree with what the others said.
Some Background:
I had a horrible experience about 3 months ago where I had to tell an ex (who I waned to get back with) that I had been seeing someone else when we were on a break, he suspected it. It was truly awful, and I really regret telling him now, it did more damage than good; even though we weren't together he still saw it as a betrayal... we tried to make it work... but it was a long distance relationship, and basically the remaining parts of our relationship just broke down. I felt so guilty over it that I thought that it was the right thing to do- and even though now I feel a lot better, I feel that the truth only helped me. I know he will move on from it, but I think it will be a while, and now I carry the guilt from making him feel like that. I think that even if you do tell him, it probably won't make you feel better, you will still feel guilty, but you will also have the anxiety and worry of what he could potentially do with the information.
Now to the main point:
I was escorting while I was with him- BUT I always saw it as a job and nothing more, so when I told him about seeing someone else; it never even crossed my mind to tell him about escorting.
Now I think about your situation, and how my ex reacted to me seeing just one other person, I just couldn't predict the mess it would cause to tell him about escorting. Not only will it most likely damage him, but the information he would have could be used to manipulate you and to expose you. At the end of the day the relationship is over, and he will probably find it a lot easier to move on without knowing (even if he does suspect).
I think counselling is a good idea as it sounds like you have had a traumatic time *hugs* and a councillor may be able to help you with the guilt you feel.
You mentioned that you thought it could bring you two closer; I just don't see how? Even if eventually that could happen; the first few months, possibly years, there will be a wedge in your relationship, and it will be a huge mountain to overcome. If you do find yourselves getting back together in the future- maybe that would be the time to tell him, but now is just not the right time in my opinion.
But he is still going to leave. Why answer a question that will give him an even better reason for leaving? And then justify his reasons for leaving?
Lucy is right- it will be a lot easier for him to leave than to stay and deal with the situation.
I sincerely hope that whatever path you choose, you are okay at the end of it all
kisses xx