Am I wrong for breaking up with my fiance for withholding affection?

So my fiance and I said we'd wait til marriage for sex because I'm a Christian. So he agreed to it and it didn't seem like an issue, then days later he was acting strange and not really showing affection. So I asked what was wrong then he said nothing. Then months went by and he said he was sexually frustrated. I'm like why didn't you tell me? He said he didn't want to force me then I said we could have sex if it's bothering him because we had sex before. So he still withheld affection, and he acted as if he didn't want to. So he came out and said he purposely withheld affection from me because he wanted to "show me how it feels" I got so frustrated by his confusing behavior I left.

Am I wrong for breaking up with my fiance for withholding affection?
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