What would upset me is that he took someone who would only be able to pick the ring they would like him to buy for them, because they have no idea what you are like, so could not pick a ring they thought you would like. If he'd taken one of your friends, or even one of his female friends/wife of a close friend to help him pick, then they would be picking a ring with you in mind. She could only pick a ring she'd like, and he went with her opinion.
You aren't wearing a ring that anyone picked because it would be the best ring for you, but one you are wearing because it would be the best ring for this random woman you've never met.
Personally I'd insist on changing it to one you go together and chose together. The woman having the romantic ring shopping trip with your future husband should be his future wife. If he wanted to pick for you before hand, then he should have picked, or taken someone who knows you well enough to help him pick the best ring for you.
This ring sums up his problem of compartmentalising his life, and if you are going to be a unit, it's got to stop. Fine having your own friends, not fine to hide them from you/be reluctant to let you meet them.
Change the ring or it'll bother you.