Hi Onika...welcome

I really feel for you with this, my long term boyfriend cheated on me last year, and it was the worst thing that had ever happened to me. The strong trust we had, that had made our relationship what it was, had gone.
No one can tell you what to do in this situation, but from reading your post I would say that you obviously love him very much.
In my opinion, he had the opportunity to cheat, and he didn't. What could've been should not matter, as it didn't. And he has told you about what happened, so that shows a certain amount of respect for you on his part. People say hurtfull things when they are under pressure, and him saying he's not sure if he loves you (in a weird way) is him respecting you enough to be honest.
This is not something you are likely to ever forget about, and I don't think either of you should try to forget.
But you should try to learn how to handle it if you can.
Talking is the main issue...lay your cards on the table, and let him know exactly how you feel, tell him this is not an acceptable way to treat your fiance, and that you DO deserve more than this. You have every right to be angry with him, and he should understand that. If he can't understand that, then I would be seriously thinking about your future together.
However, if he takes it in, listens, and understands, then you can listen to him, understand why he did what he did. Give him the opportunity to get it out in the open, as he may be just as confused as you...then you may be able to learn from this and move on.

I wish you all the luck in the world, remember..the number one priority in your life is you. Never forget what happened, remember it, learn from it and be stronger for it.