When you say harm, I think STD's , pregnancy etc. All of the negatives associated with sex.

Giving mixed singnals may keep him thinking there is a chance to reconcile. That is troublesome when you are trying to move on. Especially when there is a new man in the picture. I know I would be furious if an ex husband of my significant other's showed up at my house professing his love, or was constantly trying to have sex with my significant other. I think it would make your life more complicated and dramatic.