I'm not exactly friends with ex's, just on speaking terms.
I have three ex boyfriends who are on the rock scene so there's no avoiding them thus it's easier to talk to them then purposefully ignore them, most of these were just jerks, one was abusive but it's still easier to talk to him on the odd occasions I see him. I then have three I totally ignore; one suddenly decided to start ignoring me so I reciprocate, one turned on me without reason so I avoid talking to him, and the last one was an cheating lying scum-bag so I don't speak to him at all, fortunately he's anti-social so I never see him. There are three I'm still friends with; one was a casual relationship where I was in control and he's the sort of person everyone is friends with so I'm still friends with him, one ex boyfriend was a good friend and is now a woman so she doesn't feel like an ex to me, and the other one was a best friend so I still try to remain friends with him. So that's three I'm okay with, three I don't talk to, and three I'm friends with - not bad going.
I think, OP, the problem is not that he's an ex or whether or not you should be friends with him, I think it is just that you need to sort your own head out and accept that things are not going to work with this person - you sound like you're grieving, and it sounds like he's not keeping things on the level. Talk to him and let him know what is happening, if he can keep it as friends-only and give you your space then great, but if not then you're perfectly within your rights to stop talking to him.
_________________
Bloodheart
Good-looking girls break hearts, and goodhearted girls mend them.