Is it o.k. to remain friends with and ex even if you are engaged to be married?.

I have a friend/ ex that I have been friends with for 25 years. We dated on and off all of that time. We are great friends through the good the bad and ugly. We can talk about anything. We do not talk every day or even every week. We do speak to see if the other is o.k.. My fiance' does not like this and says that it is disrespectful to him. My fiance' has gone as far as to go into my e-mail as well as request a meeting to talk with him. The e-mail he saw stated that my ex still loves me and that he has stepped back not down. We will always love each other and be friends no matter what. I recently received an e-mail that my ex regrets not getting married to me.
Am I wrong for not wanting to give up my friendship?