The first clue that Leroy and Norma Jean's marriage isn't completely healthy comes in the line toward the beginning of the story, "...he can't tell what she feels about him..." and later, "he wishes she would celebrate his permanent homecoming more happily."
From here it is revealed that Leroy and Norma Jean's marriage was due to an unexpected pregnancy, and the baby died very young. Couple such a beginning with the fact that Leroy's job keeps him out of the house for long stretches and becomes clear that these two people hardly know each other at all. Norma Jean has been working on herself for many years, both inwardly and outwardly in all her time alone, a fact which completely escapes Leroy once he's home to stay.
There are small details throughout that show Norma Jean's resentment of Leroy and the crumbling of her marriage. She makes cutting remarks about his "crafts" and dismisses his continued promise to build her a log house some day. She tells him he needs to find a new job. When her mother comes to visit and finds Norma Jean smoking cigarettes, she too knows that the marriage has reached a critically stressful point.
This is why it only comes as a surprise to Leroy when his wife announces, at Shiloh, she wants to leave him.