Is there anything wrong with me being bestfriends with my ex-girlfriends brother.

My fiancee hates the fact that I'm bestfriends with my ex's brother who I was friends with before I got with his sister. Plus my ex is now gay and wants nothing to do with man and I damn sure don't want her even if she was straight. She played me and I moved on. But my fiancee keeps hanging on to it?