He, by trotting out with the 'it's not you, it's me' crap, the 'Do you think we are doing the right thing' shite, he is GIVING HIMSELF PERMISSION to cheat.
As soon as those words left his lips, he's left you already.
Hold your head up high, this is his failing, not yours. Dump him, tell him that you expect your fiance to have more gumption than that, and WTF kind of a father does he think he'd make if he can't even handle getting married.
he is not the man you thought he was and actually he has done you the most almighty favour, you just can't see it yet.
You don't love him, you love the HIM you'd like him to be. He can't be that person.
He will soon be cheating on you, if he hasn't already done so. TELL HIM you don't want him ever to come back begging, and bloody well mean it.
You don't deserve this mouse of a man. Get yourself a REAL man, one that does love you and one that WILL be there for you.