Unfortunately there will always be people who think that way. It's extremely narrow minded and completely unwarranted, but Unfortunately that is just how some people are.
If they have expressed that's how they view the situation, I can't exactly say it'll magically get fixed, because realistically people who have those mindsets are extremely set in their ways, stubborn and are not open to anyone changing their minds.
It does suck, but at the end of the day if they do not choose to support you in your relationship; regardless of where your fiancé is originally from, then there is a huge chance that they never will.
Hopefully in time perhaps they will change their perspective from exposure and education, but there is a very real possibility that this won't happen. And then you have to accept the fact this could alter the friendship/ relationship you have with that family member or friend.
All that matters is you are both happy in your relationship. You can't control what opinions other people have. Even if they're extremely offensive and rude and hurtful to you.