Emma

I can understand the situation can be confusing for you, in on hand it could mean that your husband is a very attentive person who doesn't let go people he loved for a long time, but in an other hand you seeing him keep in touch with his ex wife put you in a difficult situation. Did you talk to him about how you feel about it? I think that you need to be reassured , and my advice will be ; don't worry too much. At least he doesn't hide it from you!
Just be aware of what is going on, and try to keep an eye on their relationship.

I think that the situation had been difficult for him too. He took a huge decision that marked a turning point in his sentimental life. He chose you. It won't help your relationship to be jealous, after all he's sharing most of his time with you :) and if his ex wife found a new boyfriend, that's a good news ;) watch it!! Let the time do his work and you'll see that they will be less and less close as he's offering himself to you. He has to get used to new habits, new place to live, new life, but don't feel guilty, he was looking for it!!