Considering your concern and then also the responses that have been made here, it's hard to give a straight out answer to this, because it depends on a few things.

first I would not quickly write off the fiancé as not having your needs in mind, as that is an assumption that can't be made without knowing more about the situation. If he demands that you dress more sexy and it is all important to him regardless of how you feel about it, I would agree with the responder that said this but I don't get the impression hat this is the case.

Have you voiced your concern and gotten backlash for being resistant to this, does he understand your reservations with this? If not, this is something that needs to be discussed with him and then go from there. If he doesn't care how it makes you feel, then I would say yes, there is a problem here and he's not focused on your needs at all. But until he knows how you feel, don't jump to that conclusion.

But also do not just disregard your feelings and needs in this at all. The idea that a woman should do whatever it takes to make a man happy is way too broad of a statement to live by. you are his bride to be, not his slave or subordinate to only tend to his needs and give him happiness, no, this is something both of you should be doing for each other mutually. period. So sacrificing yourself for something as trivial as being sexy and making yourself feel dirty, is wrong in so many ways.

By asking you to dress more sexy depends on what he is expecting too. Do you know the specifics and if you do and they are out of the question you should stand on your grounds and not give in. But again, this is something you should discuss with him.