I am wondering why you are asking if it is weird.

This proposed arrangement would have its pluses and minuses, just like any arrangement. Perhaps responses here can help you clarify the pluses and minuses. But if, after due deliberation, you and your fiance together decide that living apart is best for your marriage, what difference does it make if the arrangement is "weird"? What difference does it make if others don't see the point, or don't approve?

It sounds like you have already discussed this plan with your fiance, and it sounds like he is open to the concept. I am thinking that you would live together in his parents house because in that house there is sufficient room for you to have the aloneness and independence that you seek. Yes?