I haven't been in couples therapy so I don't know what's normal, but it cannot feel good that this therapist seems to be more aligned with your fiance than with you. If you are uncomfortable with the situation then it needs to change. That might mean you getting your own therapist, the two of you getting a new couples therapist, or discontinuing couples therapy while you both pursue individual therapy separately. If nothing else you should certainly discuss it in the next group session.