Some people (not limited to guys) are able to make the transition from lovers to friends. Many are not, and really they're just keeping the other person around as a backup.
If you feel uncomfortable about the situation and there is nothing for him to hide, then really you should be able to ask for transparency when it comes to his relationship with her. IE: When she calls or e-mails, what his responses are, blah blah blah.
If there is absolutely nothing to hide he will involve you in his relationship with her. Ask your input to questions or bits she may ask, etc.
But, it's perfectly OK for you to not feel comfortable w/ the situation.
"Well, then," the Cat went on, "you see a dog growls when it's angry, and wags its tail when it's pleased. Now I growl when I'm pleased, and wag my tail when I'm angry. Therefore I'm mad."