First, is your fiancee looking for someone to complete her or complement her? There is a difference. I hate when people say someone completes them and makes them whole. Part of me wants to say, "Cupcake, you should have been whole from the jump."
Second, if she is emotionally unfulfilled with your relationship, why is she not trying to remedy that with you? Generally speaking, some people prefer not to be people's void fillers. Is she truly happy in the relationship with you? This needs to be talked about before the "I" and "do." She has issues with trusting you with her emotions, which means she is holding back. The question is...why? Marital problems that start in the dating and engagement stages usually do not fade away. They can fester and lead to resentment, arguments, and frustrations down the line. I definitely would suggest talking to her and finding out where the distrust regarding her emotions is stemming from.
It is a bad choice to open a relationship when it is not strong. To put it simply, expect the unexpected. You can discuss all you want, but until you are in a situation, you have no idea how you will react. You cannot plan for cowgirls/cowboys, cheating partners, break-ups/having to be the shoulder to cry on, sleeping alone, the effects of dopamine infused thoughts--err NRE, etc. Poly has that lovely capability of highlighting all the flaws in the original relationship. Any cracks will be exposed. Communication needs to be up to par. There are couples who spend months to years preparing to open up. It is best to be on the stronger end. If there are already emotional fulfilment issues, trust issues, jealousy issues, or anything that is unhealthy, poly will magnify it.
From the beginning, I only got into poly because I fell in love with someone who had a boyfriend. I dated a couple of others because I was young and finding myself. I have never felt incomplete, so no voids needed to be filled. When I met my husband, I could have committed to a mono life with him and never needed or wanted for a thing. I met my ex in a chance encounter, but I never felt like I just had to be with her. Over the course of the past year, it has just been DH and myself. Even if I had an interest in dating, our marriage is still in the stages of recovery and rebuilding, so this would be the wrong time.