I fantasize about cheating on my fiance constantly
Why do you fantasize about cheating on your fiance?
The idea of cheating on him excites me and he is pretty boring.
Everyone has fantasies no matter if they're right or wrong. It's not a healthy mindset to fantasize about cheating on your fiance because it could lead you to eventually cheating on them, you should have a discussion with your fiance about the state of your relationship to help get rid of these fantasies. Continuing to go along with these fantasies could lead you to actually cheating on your fiance and destroying your relationship.
But I love these fantasies.
Then you need to consider whether you want to stay with him or not. It is no fair to him staying with him if cheating fantasies is constantly on your mind.