My therapist has explained this to me as when "the kid" takes over. Meaning we all have two sides to us, the adult and the kid. The kid is never rationale and generally responds inappropriately when panicked and scared. When you started crying, I would say your kid took over too. A conversation between two kids can never be rationale.
However if one partner is being a kid, and the other an adult, there is some hope of getting the conversation back to something productive. I wouldn't say your response was wrong - but it was definitely your less rationale kid taking over, and therefore not likely to have the desired outcome.
I've actually had this situation happen to me 2x with my b/f (and paid ALOT of money to my therapist for what I am about to share

).
Now that you are calmer - I would sit down and have a discussion with him (hopefully with his adult). As I have said to my b/f - although I love him, there will be times we fight. Threatening to walk out is NOT an acceptable option to me. I am even fine if we go to bed angry and not speaking, but walking out is a deal breaker for me.
That is my hot button, you need to rationally and calmly express your hot button to your Fiance.
Good luck.