Sleeping with an ex?

So I’m currently sleeping with my ex. I can safety say I don’t have feelings for him romantically. For the whole 1.5 years our relationship has shifted around from friends to romantic back to friends and now sex buddies, I feel like mostly we are great friends who like to fuck. He’s slept with two other people recently and it doesn’t bother me. But when he leaves my place after coming over I feel sad. Does that happen to anyone else?