Fornication is sexual activity without the benefit of marriage...legally speaking you two are married therefore this does not apply.
The problem is, you have two people, your father especially, who have the mindset that if the marriage does NOT take place in a church with a religious ceremony, then the legal/government/state ceremony does not count. There is nothing you can do about this. Their views on baptism further complicates.
What your parents are doing is wrong...I assume you are in the USA, yes? If so, this country was founded on religious freedom. As adults, you both have the right to your own beliefs...unfortunately your parents think what they believe takes priority even over the belief of someone they did NOT raise (your Fiance) and they are using emotional black mail to get what they want.
If you give in not only will you be permitting the emotional blackmail, you will be acting hypocritical as you will be participating in something you do not believe in and no church wants that....
I would simply tell them you are disappointed they will not be there and go ahead with your plans. You are too old for your parents to dictate to you, and they should be respecting your choices as you are an adult...they have no right to expect your Fiance to 'fall in line' with their belief either...he is not their son. Let it be.
edit: they need to go back to their Bible and read The Book Of Ruth...she left her people/religion for her late husband's & mother in law's...not the other way 'round. Says it all. They have it backwards as far as your husband is concerned.