I am interested in what you told your counselor was the purpose that you wanted to go to counseling.
Your counselor is correct in suggesting joint MC even if you want a divorce. Why? Because you will be parenting your kids together for the rest of your lives. Ending your marriage won't end the fact you will still have to see, talk, and deal with each other. MC can be very constructive in helping both of you "see" what your issues are and what to do about them. The fact you've reached the decision to leave the marriage doesn't change the reality of how your "issues" will affect your ability to parent your children together.
Do find another counselor if you aren't happy with the first one. And there is something called a "structured separation" whereby you live apart AND go to counseling to do the hard work of getting your cards on the table so you can have a good co-parenting relationship and help your children with the reality of divorce. You agree on a specific amount of time to be separate (usually not more than 6 months), and other "ground rules" like no dating, bills, and child care. It gives everyone some breathing room and allows the time and energy to work on either repairing or ending the marriage.
However, if you haven't yet, you need to speak with an experienced divorce attorney regarding your rights and responsibilities BEFORE you pack a bag and move out. Get VERY clear on what you can and can't do that may affect your divorce agreement. For example, many a departing spouse has moved out voluntarily only to be surprised with divorce papers, custody battles, and debt they didn't know about the very next week. So get good legal advice first.