Why might trying to reconcile with an ex who isn't interested actually hurt your self-respect?

I have been in a relationship with a widowed woman for 2–3 years. Now I want to end it, but she refuses to break up and has started threatening me. What should I do?
Why do some people believe that if a person has to ask for what they want from a person they are in a relationship with, what they're asking for has less value?