If your fiance really loves you, it shouldn't be an issue. Every married couple has their issues and they work through them.
Is your guy climaxing? I mean really, if it is you not having an orgasm shouldn't he be worried that he isn't pleasing you and you will go and cheat. Probably not, because he trusts you. You need to start trusting him. I don't know if you really do. You wouldn't be so worried about him cheating if you really trusted him.
I know in todays society that someone's word doesn't go very far, but you should be choosing to be around those who stand by their word. I would think that your husband to be would be one of those people. I think you need to reevaluate yourself and find what the issue really is. Then maybe you can relax and start to have orgasms.