Because he had a life before he met you, so he's entitled to hold on to memories from those years when you didn't exist to him.
What do you expect him to do? Burn anything that reminds him of his past before you? It's not like he's wallpapering the walls with these photos. The photos are in a box, not a frame. It is worrisome that if ghosts make you insecure, what else is going to make you insecure?
There is a certain expectation of privacy in a relationship. Nobody shares every single thought, and memory with the other person. I don't think that a box of photos (who prints photos anymore anyway) is a sign that he's still pining for some old flame.
Now, if he has a box of photos of your best friend...that's a totally different story.