Most Helpful Guy
I think you should be worried about it.
That said I don't think you should expect to have access to his Facebook or be able to go through his phone at request. Not because he should be able to hide stuff but because trust is an absolute must in a relationship. Your being able to go on his fb whenever you want is just a bad sign for a relationship.
Back to the ex, tell him how the ex gf's present makes you feel. Tell him that you would like him to draw some boundaries. No more midnight phone calls, and potentially being aware of how much they are talking.