hi peanutz why not wait for a bit more until you get a result from your application than withdraw it...at least you can still be save from making two mistakes...i mean getting married in uk and cancelling the wedding will take both a time i mean why not still hope that you get a positive result from your fiancee visa application anyway the main reason is to be with your partner...i think family will surely understand if you would also tried to explain to them what you are getting through with the application i bet they will still think of your happiness....
Best of Luck