Have you asked her if what you want to do will make her happier than if you continue at the USMA and become an officer in the Army?
Since you are a third year student at the USMA, you should check carefully on the policies of separation or withdrawal, since there may be requirement to repay the cost of education and/or serve as an enlisted soldier. Also, will you be able to pay for Alabama or Auburn until graduation if you do transfer?
Both Alabama and Auburn have a fairly large fraternity and sorority scene, though not the majority. About a quarter of men at each school are in fraternities, while more than a third of women at each school are in sororities.
Both Alabama and Auburn have Army ROTC units.