Nah.
Sometimes we're curious about our exes. It happens. I encourage moving on as much as possible, but sometimes something flips a switch and you wonder what happened to this person you shared some of your life with.
It's normal. Maybe not entirely healthy depending on the extent, but normal.
It all boils down to trust. If he hasn't given you reason to believe that he's still hung up on his ex, then just chalk it up to curiousity on his part. On the other hand, if he's obsessively looking her up or bringing her up in conversation, then absolutely confront him and ask him about it. There's no shame in asking for a lil bit of clarity.