I am a married gal who shares these types of feelings. I've been married three years, and there have been two particular gents who have captured my fancy during this time, although like you, nothing has happened. I have a bit of an issue where I am usually disinterested and a bit cold at first, and I have trouble getting close with people... but once I do, I seem to get a bit infatuated. One guy is a friend of my husband, who I found I just share so many interests with, and we are able to have amazing discussions, and we shared some stories about battling depression and social anxiety, so I just kind of felt so connected. And he's just super attractive to me, although not someone my husband would ever see as a threat! Also we live abroad, so I don't see him, and anyways, I'm not worried about something happening, it's more of a flirtatious friendship, and anyways, I live abroad so hardly ever see him!
The other was a friend we met here, as I find it incredibly difficult to meet people in this country I'm in, and he was just such a great conversationalist, fell into talking easily, which is rare for me. He and hubby got along great, we used to hang out in groups a lot, but now we've lost touch, and I super miss him.
Anyways, I mention this, because I've found that when I form a bond with someone, and they give me these flirtatious vibes, I kind of get off or thrive on it. Not something I'm proud of, but I am am incredibly insecure person, despite being seen by others positively. I think my lack of self-confidence kind of pokes me on to seek this attention, despite my husband being super supportive and loving (sometimes I think too much, and get annoyed like he's overcompensating for some reason...) Maybe you need to work on your confidence, and your feelings towards your fiancé, though you may love him, sometimes you need to find the love for yourself first. Trust me, when you're hating on yourself, or you lack confidence, it's very hard to be in a strong, functioning relationship. Not saying this is the case, but maybe a reason you enjoy/seek this attention.