Why am I feeling guilty wanting to divorce?

I hear you and understand your feelings like you are in the middle of a no win situation.... I do not think you should feel shame or guilt in getting out of a marriage that is not working and not what you said I do to... what about his promises made...
It feels great to have a crush or someone show real interest so you know it is not you and instead is your partners issue.. we cannot fix our spouses if they do not want to be fixed or even try.... if i was younger when my spouse just announced one day taht part of our life was over ... i would have left .... you can have a healthy and happy relationship with someone else.

Thanks for your levelheaded input. I used to be a very emotional personal and usually made impulsive decisions. I have worked on my own emotions since the start of our marriage. I lost so much what my heart desires in this marriage since my husband had intimacy anxiety since day 1 of our dating. He does not allow me to touch him spontaneously since he has OCD about touch. He has to feel psychologically comfortable and prepared before we even hold hands. He does not want to see a psychologist since he does not have initiated action pretty much on any problems in our marriage.

We have debts, but our equity in house will cancel out the debts if we selling. He is good saver and worked out of college, while I focused on higher education before marriage. We used a lot of his retirement on our daughter’s medical bills while I took off a year of work to take care of my daughter’s heath issue. I have more earning potential because of my degrees, while he is the main provider so far. I feel guilty that I would leave him financially worse than before marriage. I told him even after divorce I will make sure I will help out him on finance when I am making big money to make up the loss in retirement. I am the only child and my family usually is generous helping me out financially. So, I don’t have much worry about finance, but he does since his family would help nothing.

My main concern are moral concern and concern about my daughter. I hate to see myself quitting. I also don’t want to have sex with the current crush since I feel it is unfair for him and I am scared my husband will hurt him if he knows (he is very against open marriage or me cheating and threatening to hurt the man if it happens). Because of this, I have been leading my current crush on for a while but couldn’t decide if I want more from him while I am still in this marriage.

Divorce seems like the only way to get out the involuntary celibacy I am in. But my daughter… she adorns both her Dad and me. I am also scared my husband would take try a custody battle with me if he knows I am seeing another man. I have to tread very carefully because of my daughter.

This forum has done great for me so far in pushing myself facing the reality in my marriage and stopping putting a bandit on until it is too late. I hate the fear and struggles I am in now, but I know it is a must.

As usual baza is correct about seeing an attorney to consult about how a divorce would shake out for you. I don't know where you live but in the US and in NC in particular the courts do not much care or have much interest in what the state of sex is in the marriage. Unless you are a sex worker a judge isn't likely to punish you for having sex outside your marriage. Having been divorced twice I have learned this the hard way.  
As to your H doing violence to a male friend that is probably a bluff. Just inform your H that if he should think of acting on his threat the police and the court system will be waiting for him at the end of the day. Ask  him how he feels about being someone's "bitch" in prison. You could threaten to out his sexlessness to everyone if he won't "go along to get along" when it comes to your having a FWB. He might choose discreation as the better part of valor. Or remind him that he has as much to loose as you financially if he forces a divorce 
What you decide about opening the marriage or pursueing a divorce is your  decision to make. It doesn't sound like your daughter is a young child anymore so talking to her about a possible seperation for you from her father isn't the end of the world. He will still be her father and a visitation arrangement should not be a difficult task. Perhaps shareed custody is possible. 
If you decide to open the marriage just be aware your H will likely find out the who and where at some point unless ihe is totally clueless. And since you have already broached the subject with him that probably isn't the case. 
Good luck going forward.
As baza noted, you have some difficult decisions to make.

I would do a personal one. You could try recommendations from friends or just reviews you can always change. I went through my work eap program so I got like 5 visits paid for after that I liked her so I used my insurance. I told her. I need help fighting the guilt. She didn't tell me anything I didn't know but hearing it from some one else. Reinforced it. Over road the negative voices.

That's a manipulative load of crap. He needs to get real.
Look, you don't marry everyone you fall in love with.
Falling in love with someone is just that -- falling in love.
A marriage is something much more than that.

If you are feeling guilt about it (which is normal), then try reframing the question.
What is a marriage and how is it different from simply loving someone, or going steady?
Does marriage - as you'd both envisioned and signed up for - include a sexual component?

If so, do you agree you have a marriage?
I think for the most part, the decision to separate is simply playing catchup with the truth of a relationship, rather than trying to lie about it.
Nobody WANTS a divorce any more than people want an amputation. But that doesn't mean there aren't good reasons to do it.

Well, in my own unhappy marriage, the person playing the role of my wife also explained that she too was in a sexually averse marriage.
So, a thing you have in common is that you both are in a celibate relationship. You both are in a a relationship with a person with whom you don't want to have sex.
You pose centering the missing sex component because for you - sex with your husband is something you desire, and it's something you see as a necessary part of a marriage.
He poses gaslighting and manipulating and diverting about the absence of sex in the marriage because focusing on the reason for its absence would likely end the marriage.

So, you both want to continue the arrangement - and for good reasons.
But you are pointed in different directions on the approach. 
You'd likely agree, framing it this way - on what a marriage is and isn't.

If you don't have a marriage, but you still value some part of the relationship, there are ways to be truthful about that that don't involve you being married.