Tell the "ex" that a legal will, stating one's last wishes and final requests, is a good thing to have, and that it will save their family a lot of heartache. Make it clear that there are some "last requests" that simply cannot be granted.
We all have to leave this life, sometime, and the "ex" should talk to a pastor or a Christian counselor about death and dying, and to try to be prepared for it.
There isn't any possible reason why you should go back to an "ex", ESPECIALLY for sexual intimacy, whether you have a new relationship or not.