Alberto del Rio and fiancee Paige made a VERY public statement this weekend -- with their arms around each other at a soccer game ... just days after an alleged domestic violence incident. 

The two attended a Mexico vs. Curacao game at the Alamodome in San Antonio on Sunday, as captured on video posted on PWInsider -- and they were acting as if everything was totally cool.  

Just days earlier, cops responded to an alleged domestic violence incident between Alberto and Paige at Orlando Airport during which Paige told Alberto to "leave me the f*ck alone."

Paige later claimed Albeto never touched her and they're now on good terms. 

Cops say the investigation into Alberto -- aka Alberto El Patron -- is still active. So far, no arrests have been made and no charges have been filed. 

However, he is still suspended indefinitely by Global Force Wrestling.