I'll tell you why you were uncomfortable...one of the ways we fall in love is by doing fun things with people we are interested in. When you are first dating you do lots of fun activities. So your guy spent his time having fun not with you, but with an exGF. That is not good.
Truly what you should do is find an activitiy that you both enjoy so your most enjoyable times are spent together, and not with others.
I think that this statement is far too sweeping. I don't disagree that the OP and her boyfriend should spend a lot of time together, that is what relationships are about. But I think that a sign of a healthy and trustful relationship is not having to always be in each others' pockets, and be able to have hobbies and interests outside the relationship. It sounds as if the OP had a good talk with her boyfriend, and that she was able to get to the bottom of just why the situation made her uncomfortable. It wasn't that her boyfriend had an interest that wasn't tied up in her, it was that there was a social history with the ex and this sport. All that is required is for the OP's boyfriend not to spend too much time with the ex playing this sport. The OP has said that she has no desire for him to give it up altogether.
There's a third level to this beyond the views shared above:
Even if you and DH can share an activity together, skill plays a part.
Eg. My DH enjoys squash, and is fairly good. We have had a lot of fun together on the squash court, with him teaching me to improve somewhat, but these aren't lessons (I'm not interested in doing drills), more friendly games with tips.
Every now and then, I'll fluke a good shot and win a point. This is usually followed by me saying omethign smartarse about how brilliant I am, him cocking an eyebrow at me, and proceeding to wipe the floor with me.
Reminding me, that he is playing down to my level so that we can have fun together. And we do have fun together.
But being challenged in something you are good at is fun too. Which is why DH plays competition squash too. If he had an ex who was better than me, and who play comp as well, and sometimes they drew a game aginst each other, well, it happens. I probably wouldn't be excited about it - his ex's are largly insane. I might prefer to try to be present to cheer him on those nights. But I woudln't ask him to stop an activity on the off chance he might see her.
Couple should do things together and things apart. But I fail to see how asking my DH to give up something he enjoys, or only play at a low level against me, would add to his overall happiness.
Casue I do know - when he is happy, I am more likely to be happy.