Well, it sounds to me that she's pretty insecure about this relationship. I suppose you could always take her with you when you go out (she is your fiancee afterall) once in a while and you both can have a good time, and she'll see that nothing goes on aside from having some fun.
Personally, I don't think I, myself, could be in a relationship where everything was focussed on my s/o and I had nothing outside of the relationship. Kinda reminds me of one of my buddy's s/o, she gets all pissed with him just being NEAR other females!
