Am I just being insecure?

My SO has been messaging and hanging out with his ex (the one right before me) and yesterday I found out that he deleted their conversation on facebook right after adding her on snapchat. I confronted him this morning and he claimed that he deleted it because she asked him to, he told me the conversation was about one of their mutual friends doing drugs (She is a "recovering addict" who magically popped up in his life pregnant with a different man's child). He claimed that he meant to tell me about it but forgot, however this isn't the first time that their conversations have been either "magically deleted" or "because she asked me to" deleted.... Please help me figure out if I'm just going crazy or if other women would feel hurt and worried in this situation too..... *********Update I know alot of you are asking why they have been talking and saying she is an ex for a reason. She is an ex because they dated while she was on drugs and she cheated on him. Now that she is with her baby daddy it's pretty much a similar situation she cheated on my SO with her previous ex when things got rocky between them. I'm especially cautious because I know she isn't any better of a woman and will instigate my SO into cheating because she's a bitch like that. They have been talking alot because he tried to pressure me into being friends with her however I quickly burned that bridge because she pissed me off by constantly asking about our relationship