sleeping with my ex's dad

So I broke up with my boyfriend 3 months ago...we hadn't really been connecting for a while and both mutually agreed to split.
About 2 weeks ago I started talking to my exes dad. We ended up having sex a few times and now the dad is asking me if I want to start a proper relationship with him...He's divorced so single like me.
A girlfriend of mine thinks this is weird?! I don't see the problem. He is an ex and we weren't married, didn't have kids together. I just now happen to be with his dad. Am i the only one who thinks this is ok?