You should absolutely respond to the PFL. If you don't respond, there is a risk they make a misrep finding against you and ban you from Canada for five years. I would personally respond, confirm the details of the marriage, confirm your husband failed to declare you and why, and request to withdraw the sponsorship application based on this.
There is always some risk that IRCC could move to revoke your husband's PR. But again, we have seen that happen in recent memory so likely an extremely low risk this will happen.