Let's take a look at the dynamics first.
She quite possibly doesn't like guns, is scared of guns, and thinks they are icky. She doesn't feel comfortable around them, but really can't have this conversation with you, since you don't seem to have any problems with them.
So she goes to the other male figure for advice - her dad. So now he hears that the daughter is scared of the fact that you have guns, and isn't sure if her fears are unfounded. Then dad, being protective of his daughter, says don't worry, you're right, I'll have a talk with him. He probably couldn't care less that you have guns, and may have even had some curiosity about them (after all it's a mechanical piece of equipment) but his concerns for his daughters feelings are at the forefront, so he'd rather that you didn't have guns, and then his daughter would feel better. It seems like the easiest way out. In an attempt to use logic to persuade you (since you most likely wouldn't respond well to "guns are icky") he suggests bringing up the financial side of it, even though neither may be concerned about the money.
The best solution would be to talk to the father and let him know that you want to teach him a little about them in order to make an informed decision. This gets the father to warm up to guns, respect your views, and makes him feel like he is important in this decision making process. He gets to maintain his delusions of adequacy, and you get your point across. Then work on the fiancee,saying that you don't expect her to like guns, but that she should at least learn more about them and then make an informed decision. She can then go back to dad, who says they really aren't that bad, her fears that marrying a gun toting guy are allayed, and she will either warm up to gun ownership or at least be tolerant of them.
My wife has no interest in going shooting at all or even owning any firearms, but she's ok with me owning them and going shooting, as long as I don't leave stuff laying around in front of our four year old daughter (perfectly understandable). I haven't pushed the topic of kids and guns, but I overheard a conversation between them when the topic came up. My wife told her that "guns are very dangerous and only certain adults who are trained in how to properly use them should handle guns. Some day when you're older, Daddy will show you the proper way to use them. Until then, if you see one, stop, don't touch it, move away, and go tell an adult what you found."
I can't ask for more than that. Marriage is about compromise. There are some things where I'm willing to cave, and others that are show stoppers. She is the same way. We both ask permission to make any purchases over $100 (required items like grocery shopping, medical bills, or car repair bills are exempt), and that seems to work for us. YMMV.
Once she realizes that her previous opinion was based on ignorance, she should come around. It could very well be that the only reason she brought the topic up with her dad is because she wanted a second opinion, and most guys don't have guns. This doesn't mean that she is automatically going to be second guessing everything. She will have a better trust with you, and feel more comfortable about sharing any reservations with you. She will be less likely to ask her dad about any future issues. Plus you will have converted two more. If you try to have the talk and she doesn't warm up to the idea, or if she decides to hold her fathers opinion at a higher worth than yours, then it's most likely hopeless and you're better off getting out now before the house & kids.