Mother and father in law!

My boyfriend and I have been together for two years already, and I have always had a problem with his family still speaking with his ex. The first year I didn't put much attention to it because yes their break up was recent and maybe they still had some communication here and there because they were very close. I would still feel a bit uncomfortable knowing they still talked. But on November, on my bf's birthday I found out they still talk to each other because my mother in law left her phone on the table and she was receiving a call from the ex while I was helping her make dinner! I was shocked and I got so upset that I just said bye to her and went home. My Boyfriend called and asked why I just left and I told him I felt so uncomfortable that his family still speaks to his ex. I don't want to be around them if they can not respect that I am with their son and she is not anymore! They need to leave her in the past because she isn't part of their family! I do not know what to do because he has told them to stop talking to her and they told him "why if she hasn't done anything bad to us" "why can't we still have her as a friend"... That made me so upset that they don't want to leave her in the past. So idk what to do! I don't know if I should speak with them and tell them how I feel? Or if I should just stay quiet and act like nothing is happening! 
It just makes me so upset because the ex is still trying to be in the picture. I feel like she thinks she is their priority and I'm just the other girl! why can't she just move on with her life and leave my boyfriends family alone. Also in the beginning of our relationship I have always tried to be very close with his family but they were always awkward around me. Now they accept me they always invite me over to dinner but I just don't fully feel accepted know they still speak with the ex.