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Hi. Welcome to JustAnswer. I'm pleased to try to help you today.
I'm sorry to hear about this situation with your ex. It really would be hard to say why your ex is doing these things. But I would assume, that in his mind, you are divorced and he is free to have relationships with whoever he chooses.
I can certainly understand you feeling betrayed, but I don't think it would be beneficial for you to say anything to them.
Neither of them are in your life anymore (in a current relationship with you), so I think it's best if you just move on with your own life. There is no point in pursuing people who don't have respect for you or treat you right. Take care of yourself, and don't worry about what they are doing.
Best wishes, and please let me know if I can answer any further questions. Tamara