I agree with you, it’s crossing a line (as it makes you uncomfortable) and unless they had children together (doesn’t sound like they did), there’s no real reason for them to be in contact now. I get some exes can be friends, but I think those people would have likely been friends anyway if they hadn’t been a couple - healthy romance needs to be based on friendship in the first place, after all. Shared history is often cited as a reason people remain friends/lovers but a lot of the time that translates as the sunk cost fallacy.
Have you asked him to make her limit contact with him? I suspect he might also just be enjoying having two women giving him attention.