You'll want to take a look at your fiance's sentencing order and probation contract. Those are the only conditions of your fiance's probation. If the probation officer cannot prohibit your fiancé from doing something that isn't on that list.
Also if your fiancé has been through sex offender treatment look at his discharge recommendations. The probation officer may also be trying to enforce those recommendations, which he can do.
If you are unsure, ask the PO to point out the specific condition of probation he is enforcing.