You will almost alway pay more tax in aggregate filing separately. His tax didn't "eat" your refund, your refund paid his tax bill. This is a perfectly rational strategy and some couples do this. Otherwise, he should have been making estimated payments throughout the year.
Your tax at the end of the year will be whatever it will be, based on your income, deductions, and credits. If you filed separately, you would get a refund but he would owe a huge tax bill, that has to be paid from somewhere, if not his business income, then your other household income. He may also owe penalties for not making estimated payments.
One reason to file separately (even though you will usually pay more tax overall) is that when you file jointly, you take joint and equal responsibility for everything listed on the tax return including his business income and expenses. If he is not responsible, you may want to keep your taxes separate and not accept shared responsibility. But it will likely cost you.
