My (30F) fiancé (40M) is having an affair with a dead woman

Here's my dilemma, do I postpone my wedding and give us a shot to work this out or do I run for the hills? I'm wondering if I'm completely missing his perspective on all of this…

My fiancé (40M) and I (30F) have been together for 9-ish years. A year or two through our relationship we spent some apart as I felt he had an inappropriate relationship with a coworker (both realtors). We ended up getting back together, but he continued to sleep with her during the first few months of us trying to work things out. We did work things out, the infidelity isn't as big of an issue for me as it is for other people. I quickly felt trust with him again and things were great, the issue of the affair has rarely come up since we talked through our resolution years ago.

6-ish years later we got engaged.

Almost a year after that, his mistress died. Excuse my cold tone with this but to me she is not a good person and I will never see her in that light (I found out she had a fetish for taken men and she played a big role in the end of 4 other's marriages). My Fiancé went to the funeral and spoke (at her parent's request) despite my expressing how hurtful and disrespectful that was in my eyes.

In the months following her death he has participated in fundraising held in honor of this woman. I have continued express how hurtful and disrespectful I find his involvement in all of this. I'm capable of (and have) moving on and forgiving him for the original affair, but when he keeps doing things that bring it to the forefront of our relationship I can't help but to feel hurt by it. There is a messy history after all. I feel like I have sacrificed so much, sat back and been the one to bend and compromise on everything surrounding her and these situations and I can't see anything that he's compromised on when it comes to it. All I see is an inappropriate and disrespectful emotional connection to his dead mistress.

There was a small fundraising dinner in her honor the other night and this is where things really hit the fan. I again expressed my feelings on the situation, especially since he didn't tell me until an hour before he was going to leave to attend. He said I need to get over the affair and stop holding it over his head and I need to figure my stuff out. He wishes I could see his perspective because I wouldn't be upset if I stepped back and saw his side of things (yet, he couldn't articulate his perspective). He also said he was sick of my meritless threats after I said if he is going to continue to have an inappropriate emotional connection with his dead mistress, and bring it to the forefront of our lives together, that I couldn't live! the rest of my life like that. He said he has the right to honor a "good friend" and that she always had his back even after he "chose me".

This has really caught me off guard the past year. I thought there was no connection to her anymore. I also thought I had a partner that would care enough about my feelings to be willing to change some of their actions. I know I would feel awful if he came to me and said that something I was doing was hurtful to him and he found it disrespectful – I'm getting none of that from him.