Talking to his ex-girlfriend is probably natural, she was his girl 'FRIEND', and she was a part of his life, it all depends on how he talks with her, and how often. Does he talk about her fondly, or too often? If not it is likely that it is just part of his past.
Of course you don't like it, most men or women would think that they are being compared to a previous partner, but the reality is, if they wanted to be with them instead of you they would be. You have to be content that they have chosen to be with you. As long as he is not being insensitive by referring to things that he liked about her, he just isn't thinking of the effects it'll have on you. Of course, if he starts telling you that his ex would do this or do that, then I would ask him outright, If he wishes he was still with her?
Get him to stand in your shoes for a day.
Do you have an Ex and do you talk to him at all? Maybe you have second thoughts and this is what is making you think that he is doing the same in harboring feelings for his. If you don't talk to your ex more, maybe ask you boyfriend how he would feel about you talking to your ex, or even say that you bumped into him and chatted for a few minutes. If your boyfriend gets annoyed about this, then you have the perfect opportunity to speak to him about it, just explain its hard to hear it sometimes, and hopefully he will be more sensitive to you and stop talking to her altogether sooner or later.