My fiancee isn't thrilled when I open carry, but she knows why I do it and can respect that. The main downside is that it can attract attention, so unless you enjoy having people look at you it gets kind of annoying. It's also frustrating that few other people choose to exercise their right to carry openly, which would make it that much more normal and less of an issue for all. These days I live in the countryside so there's little reason to advocate for gun rights since nobody is around and the people that are around have and use firearms regularly.
Your fiancee's argument that you haven't needed a gun yet, so why do you need one now, is specious. I've never needed to use my life insurance yet, but I have that along with all sorts of other things I've never had to use (fire extinguishers, fire alarms, seat belts, bike helmets (actually I did use this once), shooting glasses). Should we all wait until we're at death's door before we take steps to secure the most important thing we have, our lives? That's silly. The boy scout motto of "Be prepared" doesn't just apply to camping and hiking when you're ten years old, it always applies. It applies doubly if you are in charge of protecting your loved one as well as yourself.