It sounds like the Immigration officer thinks you have a marriage (visitors) visa - allowing you come into the country, get married, then leave and apply for a settlement visa from the Philippines.
But you said the visa you applied for is a fiancee visa! That is a settlement visa and you have to marry and get further leave to remain within six months of the start date (15 January) of that visa.
But if your child is with you I think you must have a fiancee (settlement) visa, rather than a marriage (visitors) visa.
I am sure others will correct me if my logic is wrong