Should married/engaged people go out separately?

My fiance doesn't want me going out, drinking or hanging out with guy friends. Every time I go out we get in a big fight and he is rude the whole next day. I have hung out with my friends without him being around the entire relationship. Now we are engaged and he is even more adament that I do not. I have never done anything to break his trust and I never would...I love him. But I am not the kind of person that wants to be with their significant other 24/7. He says that I am ignoring his feelings and I think he is trying to control me. So we are at odds. I don't know if he doesn't trust me or what, but our fights keep getting worse and it makes me feel guilty for having fun...am I in the wrong or is he?