It sounds to me like you're taking big steps that your relationship isn't ready for. You've gotten engaged to this guy and you've moved in with him, but you can't carry on a mature, adult convo with him? That's backwards! You should be able to discuss anything with him before taking these steps. It's a common mistake, because too many people today seem to think moving in together will make you closer. When the relationship isn't ready for 24/7 intimacy, it tends to blow it up.
That's what's happening here. You ask if you have a reason to be concerned, but that's not your real question. You already know you have valid reason for concern. So you're really asking what to do about it, and the answer is always the same. Talk to him. But it needs to get way beyond surface level stuff. You need to be fully honest about how it makes you feel.