Should I stay or not??

So I have been with my fiancee for 3 years but he said he will always have feelings a small amount for his ex fiancee. He says he needs to keep in contact with her because he loves her grandparents one of which he went to their funeral I had no problems with but my issue is she has recently confided in him overly something deeply personal she had a misscarrige late on. Am I wrong in feeling that is wrong that's deeply personal and to share with a past relationship I feel is wrong why can't she confide in friends or her current partner?They went through a hard time together wen he had cancer and says that's why she feels comf sharing with him. I know I have insecurity issues being cheated on a few times with past relationships. I don't know who to tell so I'm posting here hoping someone can shed some light. Am I wrong to feel this way??