Um... wow, that was pretty cool.
I will agree with the point Shiver brought up about the rape. Very few women are just going to take it submissively. The way you made it look was consensual. It had me fooled, which is good, but unrealistic. I'm sure there is some way you could make it look more like rape to the reader, but still make him our little nice-guy-turned-evil oblivious. Then you as the reader are like "no no NO, don't do it!"... and he does it. I know he's grief-stricken, so it could be easy to mistake tears of pain for tears of pleasure, and things like that... but you need to drop more hints to the reader.
The only other thing I had an issue with is the reference to car salesmen. If this is the time period I think you're in, you're around 1870-1900. Car dealerships are more... 1920s or so (ironically, the first car dealership in Cali was in San Francisco, which burned down in 1906 in the 'quake). So, they weren't popular until much later, and the sleazy practices didn't come out until there was more competition (which was *really* discouraged in the beginning... and yes, I just spent more time researching the first car dealerships than I've spent writing this post; hooray!).
Honestly, I don't see much of a problem with his vengeance toward his fiancée. As a Demon, you made it clear that he hates anything "good". He hates his past life, and he can't understand how or why he found any joy. Since she was a good part of that joy, he would, by simple association, hate her, too. It's like he's locked in "everything good is bad" mode, which makes sense for someone who has no heart.
All in all, I enjoyed it. It was pretty short, but I think that's what you were going for.