Am I doing something morally wrong here?

My ex and I broke up last week but we are still romantic. He is very protective (a bit unhealthily jealous) of me hooking up with other people. In the last week I've had sex with my co-worker twice after lots of build up and my ex doesn't know. I know if he found out I slept with this guy in particular, or any guy, he'd be furious, but we broke up and he says he can't have sex with me anymore because he's randomly "saving sex til marriage" so I feel I have the right to hook up with people. He also treated me very poorly, wasn't there for me, and has made me really question his intentions/feelings for months so I feel like I'm no longer obligated to prioritize him since we are not even officially dating. He has put me in TONS of pain and I got to the point where I wanted the healthy attention of a guy who actually shows me he desires me.

Should I feel bad? Part of me feels like it's no big deal I slept with my friend because I'm not anyone's girlfriend and my ex has been treating me poorly and not having sex with me. The other part feels guilty because my ex will text me and be over-controlling/jealous (even though he has no right cause im not his GF) and I know we both still really love each other. What should I do here?
Am I doing something morally wrong here?
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