That is probably the most common request by guys wanting a threesome. It means he wants the best of both worlds and obviously is still on good terms with her. This is a tough one. If you’re not SUPER DUPER secure and confident with your relationship, it would be extremely unwise to bring his ex into the picture. That’s opening a whole new can of worms. You have every right in the world to feel the way you do. As the female, and the one “taking the plunge”, you can tell him you’ll agree to a threesome, but YOU call the shots. You pick the 3rd person, the time, and the location. Or if it was me, I’d say I’ll agree but we have to do a threesome with 2 guys first, including my ex. This will put what he’s asking for into perspective