Maybe she's right to call it insecurity, but she's not doing anything to make you feel secure about it. There's not much difference between leaving doors open that should be closed and opening doors that shouldn't be opened.
Her ex is obviously a chapter of her life. There's nothing wrong with wanting to feel that chapter is closed. As for the comment that you're being jealous... Yeah, but on a completely rational level. Maybe she isn't leading him on, but she should be firm in shutting that door with him anytime he tries to open it. And if she can't do that out of respect for you, find a new relationship bro.