Is my fiance depressed?

My fiance started his own business about two years ago. He was working with a partner up until that time, and also had a full-time job. A few months after we met and started dating, he quit his job and began working full time.

He moved about eight months ago to my place. He asked me to marry him about four months ago. In the first four months after he moved in with me, he spent most of the hours he was supposed to be working (from home) and while I was at work playing online chess. Hours - like three or four at least. He got better after our engagement, but over the last few weeks his account shows he is playing at least two days of the week about six hours a day, and then three or four hours the remaining time. And some days he doesn't play at all.

I understand that owning your own business can be stressful, and that work will increase and decrease as the demand for his services (he works freelance) is required. BUT, I find it difficult that instead of exploring opportunities to find new business he chooses to waste them playing games. OR, he doesn't spend time learning additional skills in the hope of branching out his business. OR, that he doesn't do something, anything, more productive than sit and play games.

I love my fiance and am trying not to judge how he spends his time at work. He makes less than I do in his current position (although he definitely has time to seek out more business if he wanted), but that is not my concern. My concern is the amount of times he sits and plays games. He doesn't when I am at home, or on weekends. Only when I am gone, only when I am not around (at work). I am concerned that something is wrong and I don't know how to bring up the subject. I do not want him to think I expect more from him, but if there is something that is bothering him I am concerned. I would also like to know I am marrying a man that values a good day of work instead of someone who thinks it is okay to play games and not work because he is the boss.

Can someone give thoughts?