They want what they can't have. That's assuming they know that your in a relationship - if not I KNOW EXACTLY WHAT YOU MEAN.
The moment I started dating someone new, one of my exes (who I loved with all my heart, even tried winning back multiple times ) he came back asking me to be with him again. I of course said no. It was almost a week after I decided I was truly over him. The same thing happened with my ex girlfriend -- I dated someone else and she came back asking if we could ever be together again. I was tempted to say yes, but glad I said no. It's strange it's like exes... have a monitor on you lol.