Dahl does not tell us the exact details of what Patrick tells Mary. What can we infer that Patrick tells her?
We can infer what Patrick tells Mary from the way she treats him. She won't leave him in peace for a moment. She smothers him with affection and attention. For example:
"Anyway," she went on, "I'll get you some cheese and crackers first."
"I don't want it," he said.
She moved uneasily in her chair, the large eyes still watching his face. "But you must eat! I'll fix it anyway, and then you can have it or not, as you like."
We can see that Patrick is a "strong, silent type" of man. He feels suffocated by this woman who insists on mothering him. She has ruined her own marriage by giving her husband too much devotion. It is as if he is the only interest in her life. This is very likely the sort of thing Patrick is trying to explain to her. He is tired of being married to her--and the fact that she is going to have a baby seems to make his situation even worse. He doesn't like this kind of claustrophobic domesticity. The fact that he is a cop suggests that he likes to be outdoors and enjoys action and adventure. When he comes home, it is like being in prison. She is clinging, dependent, needy, prying, solicitous, and slaving. She wants to know all about his day. Perhaps she thinks this is the way to hold her man, whereas in many cases it is a good way for a wife to lose her man.
Patrick must also tell her that there is no other woman in his life. He is not having an affair. This is important to the story because if the police found out the murder victim was having an affair, it would throw suspicion on his wife. They would immediately suspect jealousy as a motive for the killing. Patrick also probably tells Mary that he hasn't discussed his feelings about his marriage or his plans to ask for a divorce with anybody on the force or elsewhere. It is important to the plot that the investigating detectives should not have the slightest suspicion that the marriage was anything but idyllic. This is why Mary is not under suspicion, even though spouses are invariably suspects when a husband or wife is murdered.
Patrick explains to Mary that he wants to keep the subject of divorce absolutely secret because he feels it might hurt his career. Here is what he tells her in open dialogue:
"So there it is," he added. "And I know it's kind of a bad time to be telling you, but there simply wasn't any other way. Of course I'll give you money and see you're looked after. But there needn't really be any fuss. I hope not anyway. It wouldn't be very good for my job."
So presumably he has touched on these matters in the part of the story in which he is announcing his decision to get a divorce but which is not revealed to the reader.
Why doesn't Dahl reveal what Patrick says to Mary during those four or five minutes? For one thing, it isn't Patrick's thoughts and feelings that are important to the plot; it is Mary's thoughts and feelings that are important. They lead to her sudden impulse to hit him with a frozen leg of lamb. Another reason Dahl doesn't reveal much of what Patrick said to Mary is that the reader can see from the characterization of these two individuals that they are not compatible. Most readers must understand, without being told, that Patrick is sick and tired of this needy, clinging, mothering, boring woman who is totally lacking in any independent interests--at least until she hits her husband with the frozen leg of lamb and becomes suddenly transformed from a doormat into a a different, more interesting and more likeable woman.