I think he's being more cultural than religious as well, if it was down to Islam he'd prob insist in 'proper' hijab that doesn't show hair poking out the back and thru sheer fabric. Most practising Muslims agree dupatta doesn't really constitute real hijab unless it's completely opaque..
It's a pretty important thing to not agree on with fiance, knowing he had these views and u didn't want to going along with it it would have been best not to marry him. I don't think the situation is going to get better as time goes on, am sure it will get worse.. Men who hold these views don't tend to budge. If a man had said to me I must cover my hair after marriage there's no way I would have just assumed he'd back down or forget about it, it's one of his principles and just as u have urs he has his as well.. I don't think he's right pressurising u to wear it but u knew what his views were on the subject and agreed to marry him.. If u led him to believe that you would wear it after marriage then I guess you should stick to what you said..