I wasn't trying to excuse her behaviour but provide a possibly explanation OP could explore, as his post indicated he's not quite ready to leave the relationship and wanted to make one last attempt at getting her to be honest.

Does she have hyper religious or controlling/conservative parents? Sounds like she has negative feelings around masturbation, like shame or trauma. I remember at school when a guy asked me and my girls friends if we masturbated and all my friends were like, "ew, no". It sounds like your fiancé is still stuck in that mindset, still sees it as this shameful thing she shouldn't claim.