@roxyram,
Your boyfriend's family can be friends with whoever they like.
Who they are friends with is truly none of your business.
What I would object to is them telling your boyfriend about their ex's feelings. That is straight-out gossip. Hopefully your boyfriend told his sister that he isn't interested in hearing gossip like that.
I also don't understand why your boyfriend passed on the gossip. That was unkind and not necessary.
In the scenario you describe, my problem would be with your boyfriend, not with his sister or ex. He is the only one in a relationship with you.
He chose you, which is great. He passes on gossip, which is not great.