My short answer to this question is that I tell myself marriage counseling and/or divorce would be more expensive than X, where X is whatever nutty thing my DH wants to spend money on now.
My slightly longer answer is that I remind myself that there are plenty of things I enjoy spending money on, too. It happens to be the case that the ones I choose are invariably sensible and desirable, whereas those my DH chooses are invariably silly and frivolous ;), but hey, whatever.
My much longer answer is that when I married my DH he had virtually no savings and two college-bound kids we were planning to support (and did support) through college. At my insistence, we also planned to have more kids despite DH having had a vasectomy and after much expensive treatment and lots of failures and emotional distress (mine) had one. DH is a wonderful dad to all his kids, but at any moment I could have stopped treatment and saved a lot of our money, at no emotional cost to him (well, he'd have had a crazy and unhappy wife -- but I mean, other than a crazy and unhappy wife). Now instead of joining a carefree retirement he's a SAHD with primary child-fetching and -supervising responsibilities, and our relative freedom as a family is significantly constrained by the school calendar (and zero interest in homeschooling!). Meanwhile, though he's still hardly affluent (I am his FI), DH does now enjoy a pension (in which I have survivorship) that is a useful part of our short-term household budget and long-term financial plan. And as that description suggests, though I have no crystal ball, actuarial tables would tell you he can reasonably expect that fewer years remain in his lifespan than mine, so perhaps it's not surprising that he's not very interested in how much money I can stash in tax-sheltered retirement accounts.
Life's uncertain, and different people enjoy different things. If you're unhappy about particular aspects of your current life (e.g. you are working too many hours or have a job you hate) or your long-term trajectory (you will never reach FI), then you should talk to your wife about that and figure out a way to fix it. If you're content with most of the day-to-day and the long-term trend, you should quit worrying about the details.