I don't want my fiancee to dance to a love song dedicated to her late fiance at our wedding
Do you think she'll be mad at this?
I'm sure she'll be fine with it
It's understandable that you'd want to avoid an emotional situation like that. Otherwise you could feel like your wedding is ruined.  But you have to consider her feelings as well.
This is not a big deal.
It sounds like this may be something that your fiancee really wants at her wedding.  Even though she is marrying you, it is fine for her to still feel an attachment to someone that she has lost, and as you said, it's not that big of a deal for you personally.  If your fiancee wants this, I think you should let it happen.