Nope, never happened to me, but if it is sexual that he is wanting from you. (Or me if it was me) he would have played into my hand and I would give him all of the sex that he wanted. If it was non sexual, I think I would put the fear of God into him with what would happen to him.
Now, I did have a woman threaten to tell my wife about us if I stopped having sex with her. I played a long without her knowing that we had an open relationship, being swingers, and if she had told the wife her response would probably be "great! He tells me you are good in bed".
 
 