Well, I'm pretty sure that the fiancé will prove to be a horrible human being and we will cheer for his eventual downfall, but at this time... he's right?
Assuming he's honest (too much of an assumption these days), he is her fiancé, he was already investigating the crime scene and then comes this guy he doesn't know of, takes an earring that belonged to her fiancé and could be evidence, and then refuses to hand it over. If roles were reversed, Xinghe would be angry too.