Hi there. It sounds like your fiance's friend is confused and hurting, not unlike you were when this subject came up. The idea of poly can be really trying for people who are new to it! As long as she's not actively trying to steal him away I see no reason why they shouldn't stay friends, but if that's really how she feels then maybe he should be the strong one and tell her it's over. Or maybe she just needs time?
Me, 30ish bi female, been doing solo poly for roughly 5 years. Gia, Clay, and Pike, my partners. Davis, ex/friend/"it's complicated." Eric, Gia's husband. Bee, Gia and Eric's toddler.