If you enjoy his friendship, there is no reason to ditch him.
The important factors are these -
First and foremost you need to square this with your fiance. Tell him honestly how this has come about, and why you indluged in a lttle subtefuge - if you are marrying him, he will obviously trust you with male friends, including this one. If this becomes an issue, then you should be thinking about postponing your wedding until you sort it all out.
Secondly - beawre of platonic friendships moving into other areas. If this guy finds you a sympathetic friend in his time of trouble, believe me it is a very short step for him to think he has feelings for you, which can cause issues for everyone. i am sure if you have platonic male friends who are aware of this potential problem. You need to nothing other than be nice to a vulnerable guy for him to start professing undying love for you, whicis is something toi avoid.
The friends - simply ride out the issue, and tell them as little as possible.
Let us know how you get on.