How should I tell my fiance that without a prenuptial agreement there won't be any wedding?

I would simply sit down with her and explain that though you have no intentions of ever divorcing her, you have a responsibility to your family to protect those ets, regardless of how unlikely it may be that your protection is needed. If you word it, "no prenup no wedding" she will likely feel attacked and bullied, which is counterproductive. You just need to be cognizant of her feelings and help her to understand your obligation here. This is a sensitive issue for many couples, but she may not even mind-- especially if you approach it in a way that is sensitive to her feelings.