Their request is that I go visit them. It will cost me more to visit them for a short period of time and I will accomplish less than if they come out here and stay with me longer.
I am feeling like I am always making concessions for them and in the end what will I get for it - shunned and ignored.
Your fiance is right - you need to go see them if they won't come to you - bearing in mind that they are in thicjk of brainwashing and will be being told that everything you do is an attempt to mislead them out of the "truth".
Visit them and explain that you cannot afford to this as often as you would like and make it clear that you are there for them.