How often are you in contact with your ex?
I wouldn't necessarily agree with the others that say it is wrong. Being someone that's just come out a relationship myself, I know my ex found it very hard dealing with the break-up. It hasn't necessarily made me happy, I guess a part of me just thought that it was quite impressive that I could have that effect on him.
But coming back to your situation, you say that it makes you feel desirable and wanted knowing that your ex wants you, shouldn't you feel that way with your current boyfriend? I don't really think you should need the fact that your ex apparently still loves you to make you feel desirable.
How do you know he still loves you? Are you sure that perhaps he is just missing being in a relationship? Does he know what you've just said to us?
I think you really need to prioritise your thoughts - how is thinking about your ex going to benefit anyone? You can feel the same desirability in other ways. You say you want him to move on but I think it's you that needs to move on. Moving on doesn't necessarily mean finding a new boyfriend, it means moving on from your past relationship. You can be in a new relationship but still be thinking of your old one, which is what you are doing. Try and accept that you're in a relationship with this guy now and whatever your ex-boyfriend is feeling or thinking is irrelevant to you now.
Sarah