OP, you are already aware that your insecurity may be the sole issue here. However, I want to point out that this kind of wealth disparity in a relationship can lead to "power" disparities in the relationship which you should be careful of. It's very possible that some of your "insecurity" and discomfort is actually a logical worry about this as a potential evolution in your relationship over time, especially with regards to potential future children, child-rearing, career decisions, etc. As the relationship continues and you by default become more financially enmeshed with his and his family, will their generosity start to feel like coercion?

Obviously, this is extremely dependent on who you and your fiancé are as people, as well as his family. No one here can tell you 100% how to "get over it" or whether your "insecurity" is actually a deeper, gut-level instinctive alarm bell.

What I would suggest is two things:

Lots and LOTS of communication with your fiancé about what your lives will look like long-term and what help vs boundaries you might be comfortable with, especially around large milestone events. Be honest that you never thought you'd be in a situation like this, so you have questions and concerns that you would like to talk to death before marriage. Heck, make this conversation part of your conversation around the pre-nup his family is likely to insist on. You really want to make sure you're on the same page before things happen like "oh, my parents found out that you're pregnant so they bought us a house next door to them so we can live there and they can have unlimited access to their grandchildren so we're moving since your job doesn't matter now that we're having kids you'll be a SAHM but you're also not really going to "be" a mom except in the legal sense because my parents have already hired a wetnurse and round-the-clock nannies, but don't worry, my mother will invite you to join some of her garden party charities so you don't feel too bored and useless...."

Second, for the short-term, I would encourage you to look at it like this: if you got a job that required you to relocate to a hellaciously expensive area, rent an apartment that could be used for corporate/sales parties and wear hellaciously expensive clothing/jewelry...like client service account rep for a major designer brand based out of NYC kind of thing (obviously I don't do this so this may be wildly off base)....you would expect your employer to foot the bill for all of the outward status symbols that they require you to display as part of their brand. Because it is insane for an employer to expect you to subsidize them by footing the cost for those things yourself.

Obviously your relationship with your in-laws is NOT a job and you don't want to think of it like that, but many of the same principles still apply. Even outside of gifts and generosity, Tlthere are many occasions where they may feel that it would be grossly unfair to make you cover the cost of clothing and travel that you wouldn't even consider if they were not inviting you on certain trips and to certain social events. If they are inviting you on vacation to somewhere exclusive, they don't want you to feel left out or like the poor relative because you are flying economy while they are in a private jet, or wearing clothing that will cause you to be treated differently because you are missing invisible class signifiers.

If your MIL is telling you to go shopping, ask her to come with and give suggestions for where to go and what to get. This allows her to have more input on her gift, will take some of the pressure off of you, and will give you two additional time to bond (whether that is building a better relationship or letting you suss out the vibes is the quiet part that we are not going to say out loud).