Two loves

So long story short I live with my ex but it is a complicated situation. We are still on good terms and pretty much act like we are together without a label. I have started to fall for this other guy who has told me that he doesn’t want me having sex with anyone besides him even though he knows I live with my ex. Well I stupidly keep having sex with my ex and I don’t know how to tell him. Things with my ex are over but I can’t lie I enjoy the sex. I don’t know how to tell this guy and I don’t really want to because I would like to be with him. Should I tell him or just not tell him because we aren’t in a relationship? If we do get in a relationship things will be completely different. I think I just like having a romantic and sexual relationship at the same time even though there are two guys involved.