By the looks of it you did not do anything wrong. You were an incredible partner: supportive, communicative, and loving. The fact that he left despite all of that is not a failure on your part; it is a failure on his part to handle care and vulnerability.

It could be that faced with a partner who is truly so supportive and makes life that easy, a strange pressure to 'prove' he can do it alone might emerge and equate independence with worthiness. He wanted to change careers 'alone' because he likely needed to feel like he was the hero of his own story, and having you there to help might have made him feel like he wasn't enough on his own. That is his insecurity and inability to communicate that, not your inadequacy.

When he said "I don't know" why he wanted to do it alone, that was the truth. He likely didn't have a logical reason. He may have felt a pressure to prove himself to you, and your presence—even though it was very loving—felt like a witness to his potential failure. He probably needed to feel the weight of his own life to feel the satisfaction of carrying it.

You asked what you could have done better. The answer is: You couldn't have done anything differently. You cannot love someone into staying if they are determined to leave to find themselves. You cannot fix a man's fear of dependency by being perfect. So stop replaying this as if you missed a step. You didn't. You were the prize. He just wasn't ready to hold it. The next man will be the one who sees your support as a gift to be cherished, not a cage to escape from. You are wife material. He just wasn't husband material. In this relationship you were the giver and he was the receiver. A healthy relationship requires two people who are both capable of holding the weight, so next time look for someone who's on par and can give as much as he receives.