Odds on, there's something missing. But what exactly is it?
I've been engaged and married (then divorced) and this time around I'm 20yr defacto - so I do understand you not believing in marriage.
Off the top of my head, could you be feeling sad because there's an engagement and no wedding in sight? I know you don't want marriage, but could there be a sneaky little part of you which does want marriage and is a bit sad?
I did go through a kind of unease too - it was about my name. In the first 6-7 years together with my partner, I still had the surname of my ex-husband. But partner and I had had two kids which had his name. So, three of them shared the same name and I had the name of my ex. We considered getting married for about 2 days and that fell in a heap - and then I realised that I was only getting married so I could change my name to my partner's name. In the end, I simply had my name legally changed to my partners and have been perfectly content ever since.
Have dig around in your mind. Let yourself question attitudes which you hold. You'll probably find something which needs to be tweaked. And it's OK to say "I thought I'd be OK with x, but it turns out that I'm not comfortable with it after all". Sometimes we can hold ideas of how we would feel about certain things, but when that actual thing happens, we don't feel as we expected.
Never regret anything that has happened in your life. It cannot be changed, forgotten or undone. So, take it as a lesson learned and move on.