Just because they haven't been intimate in a long time doesn't mean she should want a divorce. That's normal for a lot of married couples. They sexual chemistry dies. It's also normal to want a marriage to work and be in denial about issues.
Kris isn't dense.
Her husband is dressing as a woman, is getting pills and work done, is no longer into her intimately, and is growing her hair. Ofcourse we'll never know since we're not Kris, but it doesn't surprise me that she'd been trying to play it all off to have the perfect-Hollywood image and for her Hollywood persona. Especially given her past ****.