Eve, I agree with those who suggested you talk with your fiance about how you feel. From what you said so far it sounds like strip clubs are not his "thing" anyhow.
I don't believe going to strip clubs is "just something men do." We can't call all of any group the same.
My hubby, his best friend and some friends they hadn't seen since college went to a club the night before the friend got married. I did not have a problem with it at the time. I know hubby was kind of embarrassed by it. That was 30 years ago. I'd probably have a problem with it if it was now given what I know about sex trafficking at clubs.
Shame on anyone who comes down on you for not wanting your fiance to go to the club. Your feelings are your own. Nobody gets to tell you what you should or shouldn't feel.