I wouldn't let it cause an argument between you at this point. I think your fiance may come around on his own once he experiences the realities of a newborn baby sleeping in the bedroom with you.
I kept my kids in our bedroom in a bassinet until they slept through the night...for my older son, that was around 5 months, but for my younger son, it was around 3 months. This was only because our bedroom is upstairs and the kids' bedrooms are downstairs, so I didn't want to be getting up a bunch during the night and be up and down the stairs half asleep. I have friends who kept their kids in the room longer because they were breast feeding and the logistical issues with that just make it easier to have the baby in the room or in the bed with you.
Also, I think it was kind of good when they went in their own room. It's nice to have a room that's 'ours'. Sometimes though, my older son, who's 3, will wake up in the middle of the night. He will just grab a pillow and blanket and settle in on the floor next to the bed. We don't even know he's there until we wake up in the morning! I don't really love that he does this, but he does sleep later when he does that, so that's kind of nice...:).
My husband used to always say, around when our older son was about 2 or so, "Aww, wouldn't it be cute if he slept in the bed with us and we all snuggled?" I was always very opposed. One night I finally gave in. That's all it took, was one night of a kicking, turning, hot, wiggly, pillow and blanket stealing kid in bed with us and a night of no sleep for either of us. The next morning, the first thing my husband said when we got up was "You were right."
Here's a secret: There's a lot of things you will 'decide' before the baby is born. Few of them will work out as you planned. Every family is different, and everyone does what works best for their own situation.