Mean Fiancé

So my fiance and I fight from time to time, sometimes often and sometimes not. Usually the topic is pretty stupid and we make up and move on quickly, but things can get pretty heated in the moment. When he gets mad, he threatens to leave. Not ever like "I'm breaking up with you", he just always says he wants to leave and doesn't elaborate further. So today, we lost something and we were trying to find it and trying to figure out where we last saw it, he claimed i had it last but i hadnt even touched it at all. I kept saying i never had it (he kept asking me like i should have known where it was and like ??? i never touched it so idk). But he was getting ready to leave for work and said "if you dont quit telling me no, i just wont even come home after work" and then later he remembered that he put it in my purse last night, so he grabbed it and i followed him to the car to help carry his stuff. when we got to the car, we were loading it in and i said "i want you to stop threatening to leave when youre mad" and he kind of laughed a little and i said " im serious. what would you do if i told you not to come back?" and he laughed again and said "i'd be fine. i'm a man".

Normally I'm open to jokes but in this case i was trying to talk to him about something he does that bothers me and he couldnt even take it seriously. idk if i really need advice or just to rant but if you have some, im open.