I had a sort of similar situation a while back, which is what brought me to the board in the first place...I guess I can't really explain the whole thing because it was over a year-long journey before I realized a relationship with my then-bf was going not going to work at all. He wanted to be seeing a girl I didn't approve of (not HER specifically - the manner in which their relationship was started was mostly what I had a problem with) because I had asked him to slow it down, etc. before seeing this other woman and he did not. He basically was like, I'm gonna do what I want when I want and that's all there is to it.
This attitude carried an obvious message that my feelings of comfort were not going to be considered and I felt very in-the-way for my bf to have the life he wanted. I saw that his decision to be with her regardless of how I felt about it was an obvious decision that he preferred to be with her than me. Though he didn't exactly cheat on me with her, his actions were not respectful of my feelings and he even admitted wanting to "hide" things from me (which is pretty much cheating as it is deception).
He would disagree, I know, but back to your situation: I see a similar thing happening with you. You want to allow your fiance her freedom, but you are compromising your own comfort and values. Relationships will NOT work if one person is doing all the compromising while the other person runs around doing whatever they want, hurting that person, and not taking responsibility for it.