I don’t want to be around my fiancé’s family...

We recently got engaged and I still haven’t seen any of his family since before our engagement. A part of me feels guilty not going b/c I am his fiancé and I guess part of me feels like as his future wife I should be by his side? There’s a party today that I just don’t want to be at but I feel bad for him going alone.... I get so much anxiety. I feel like personally I’d just be like, “ if I don’t want to go then I don’t have to be there” but then the guilt of letting him go alone kicks in yet I also feel like he should feel comfortable enough to go by himself. What are your thoughts?