Moid finds out he is engaged to a slut, has second thoughts

My (29M) fiancé (31F) lived out my sexual fantasy before she met me and I am struggling to emotionally deal with it.

I have the most wonderful fiancé I could imagine. She is genuine, kind, smart, beautiful, and funny. I have 0 complaints about her as a person.

My #1 sexual fantasy has, for as long as I can remember, been a two girl threesome. When I was youger I pursued it, trying for it with girls in college, offering girlfriends a FFM for MMF trade (which I thought was fair), etc. I came close a couple times, once making out with two women and having s*x with one while the other watched, and the closest being a weird situation where two women made out with me and one passionately kissed me while the other finished me orally. But it never really happened.

I eventually gave up and met my ex girlfriend. She knew of my fantasy but never wanted to share me, so I didn't persist. The relationship was rocky, but it was fine, until I found out she was cheating on me in the worst way imaginable. I left work very early, and walked in on my ex girlfriend having s*x with a couple. A man and his girlfriend, with both the women focusing on the man. Obviously, this crushed me. In a vain attempt to save the relationship she tried to have a threesome with her friend and I but before we started she began weeping. The threesome obviously never happened, and the relationship ended.

Fast forward a few years and I'm now with my wonderful fiancé. I have never even approached the subject with her, just being entirely content with the wonderful s*x she and I have. Then, one day, we were on a topic of weird s*x things we had done. We each had some weird stories, which were fun and made us laugh. Finally, she told me the craziest s*x she had ever had was with her best friend and a man, with whom she had a threesome she described as being super hot and fun.

I tried to laugh it off but I suddenly felt heartbroken. For weeks I couldn't even look at her without thinking about it, and I can barely maintain an erection in bed because my mind always wanders to it. I discussed my past and the way it made me feel with her. She said she couldn't possibly imagine sharing me, as it would break her heart (which I'm sure is a very reasonable way to feel). I didn't argue, but the sadness never went away. She noticed it and has even told me to go do it without her and just not tell her about it. I told her that I would never do that because 1) I love her way too much to cheat on her and 2) If I couldn't make this happen in college, there is no way I could magically just have a threesome now. She has offered to try it for my sake but I have no intention of doing anything that would hurt her.

I am at a loss. My own insecurity is messing up this perfect relationship and I genuinely have no idea what to do or how to overcome this. Any advice is genuinely appreciated.