I went looking and didn’t like it

So. I went thru my mans phone. Yes I know. I know. Only went into his Snapchat. I found he has his ex girlfriend added on there. I went into their messages and he sent her our baby’s registry and it’s saved by her. He has his address sent and saved by him in the conversation from like 3 years ago when they dated for 1.5-2 years. Did I mention that she was the woman he cheated on his other ex girlfriend of 7 years with? That this girl he had added he has known since they were like 15/16 years old I guess. He says she helped him through his mom’s death. They have always stayed connected periodically I guess. He and I have been together for a little over a year. He is 30 and I am 25. We got together a year after she broke up with him. I am due with our baby girl in March. I have 2 kids from a previous relationship and we all live together at his house. Is it wrong of me to feel very insecure and nervous about this connection??? I want him to delete her but he said no.