Honestly I'm just over here wanting to cheer.
By deciding not to go, he's making a solid statement. He's saying he loves his daughter a lot more than he cares about conforming to his family's prejudice, and he'll be there to protect you when less petty things come around too. It's just about the most beautiful "I love you" I've heard in a while.
Take that man out to ice cream or whatever he loves! And there's truly no need to worry- a man who can stand on his character in a time like this isn't a man who blames others for his own decisions. He probably feels excellent with his decision, and a lot more satisfied than he would have going to a wedding with people like that.
You both win, and win HARD.