No, perhaps they don't understand the depth of your feelings for each other—but they do understand life, and they also understand how difficult it is for someone who is committed to Christ to spend a lifetime with someone who isn't committed to Him. Some of them may have experienced this in their own marriages.
They also care for you (even if you don't see it that way) and sincerely want what is best for you. And listen: so does God! He loves you, and because He loves you He wants what is best for you—not just for your marriage, but for every area of your life. The Bible wisely asks, "Can two walk together, except they be agreed?" (Amos 3:3, KJV). It also says, "Do not be yoked together with unbelievers" (2 Corinthians 6:14).
I realize this isn't what you want to hear right now—but my prayer is that you will want God's will in this matter. Almost no other decision in life is as important as this one, and it would be tragic for you to go astray.
I hope you and your fiance will talk frankly about your differences, and I urge you also to pray for him. His greatest need is to turn to Christ. And if you have never made your own personal commitment to Him, set an example for your fiance by giving your life to Jesus today.