Hello @Denny28
Welcome to our community and thank you for your question!
It's lawful for German authorities to check if Spain is responsible for your wife's case in accordance with Dublin III. Technically, she has to have her asylum procedure in Spain because it's the first European country that she entered. If you were married, she could apply to be transfered to Germany to have her procedure here, but as far as I can see this rule doesn't apply for fiancés.
Best regards,
Thorgen