Honestly, Its rough either way. I don't want a dude dating an ex if I was really close to her, and if it ended recently - especially if I'm not over it. I'd expect the same the other way too.
That said, eventually you just gotta get over that shit. I went on a date with one of my friends ex girlfriends... who was 3 ex girlfriends prior to his, at that time, current girlfriend. They dated for like 5 months or something and he was a dick so she ended it. He was SO pissed when he found out we went on a date, that he dramaqueened out and put off our friendship over it.
We didn't even kiss. Much less fuck. Much less pee in each others' butts.
I told him to grow the fuck up.