YOU have handled this extremely well. YOU have chosen to make your needs and wants known. SHE has chosen to do something that makes you uncomfortable.
Now, you have to decide how to handle it. When someone disrespects your wants and your needs that are valid concerns (she is going to be around guys she used to have 3-somes with), you need to decide 1) is this really the girl you want to marry? 2) how far you willing to sacrifice your wants and needs to keep her around?
Because, obviously, she is not respecting you enough to stop from going. I can understand how you are thinking of dumping her. My only suggestion is to make sure in your head you are clear that she violated your wants and needs here, not that there is anything else. That way, when she comes back to deflect, project, and blame you (typical addict behavior) you can easily - if only in your head - remain steadfast in that she was the one who did not respect you.
This sucks for you, and I feel for you...