Is it incredibly odd for a significant other to continue an in depth relationship with his ex girlfriend's family? And does it allow for them to emotionally (whether subconsciously or consciously) create room for the new relationship?
Just to clarify...I'm assuming that you and your SO are still dating and not yet married or living together? And it sounds from the context that there are no children involved. Because these factors could make a huge difference.
As for myself, I confess that I can have a jealous streak when it comes to romantic relationships. When I was younger and still single, even a mention of my bf's (now husband's) exes would upset me badly. Looking back, I realize this was partly emotional immaturity on my part, and partly due to my INFJ-ness. INFJ's tend to fall in love hard and fast, do we not? Maybe too much for our own good. References to past flames felt like a threat to our relationship. I admit that too many times I let my insecurities get the better of me and it took me some time to work through it.
(NOTE: Please don't think that I'm saying you're immature or insecure. These are my own experiences and how I felt at the time. But if what I'm sharing resonates with you in any way then I hope it helps.)
As I got older I've learned that relationships can become messier and more complex over time. By the time you're over 30, it's nearly impossible to find a new SO who doesn't have a past of some kind. With any new relationship there will be not only be an ex but a whole web of connections to the ex's friends and family. If your new SO was previously married, the ties will be even stronger. And if your SO is co-parenting a child/children, then those ties to the ex's family will not only be strong, but should remain strong for the sake of the children involved. In this case it becomes even more important to learn how to navigate these relationships.
Generally speaking, I believe it is possible for someone to maintain connections to a past SO and still have room in their heart and life for someone new. It can be tricky but it can be done.
As for you and your boyfriend, as your relationship gets stronger it's possible that some of those old ties to his ex will fade away over time. Or not. But if he chooses to maintain these relationships, whether or not this can be successfully done depends on the how the two of you choose to handle the situation together.
It's OK to feel insecure. Remember that emotions are not right or wrong, they simply are. What's important is how you react based on those feelings. It's equally important that he respects your feelings and makes the effort to make you feel show that, regardless of his past, you are still the most important person in his life.
Trust, respect and communication are key. Because if those things don't in exist the relationship, that's what will lead to an eventual downfall whether it's this situation or a different one that will occur in the future.