Caught in a Kink Conundrum with My Fiancé

So, here's the thing. I'm about to enter my second year of grad school and my fiancé, Alex, is a few years older than me. We've been together since before I started this program. Last month, we decided it was time to spice things up in our relationship. Alex suggested we try a new kink, erotic asphyxiation. Now, let's be clear: I'm not against exploring fetishes and new experiences with the right partner, but something about this particular one made me feel uneasy. We tried it once at my place during a weekend break from classes. To say it was intense is an understatement. Afterward, Alex seemed happy and excited, saying how much they loved pushing boundaries together. But as for me? I've been ruminating over the experience ever since. It's not that I didn't enjoy myself, I did, but there's a lingering doubt in my mind about whether this kind of thing is right for us. Alex has been really supportive and understanding, encouraging me to voice any concerns I might have. They even suggested we should talk it out thoroughly before trying anything else risky or new again. But here’s the thing: I’m not sure if I want to continue with these kinds of activities. It just feels... dangerous? Is that okay? Am I being too prudish for my own good, or am I justified in feeling this way? How do you find a balance between experimentation and safety when it comes to kinks and fetishes? Any advice would be greatly appreciated.