Two seperate issues here - one is being friends with ex, the other issue is how you feel about it.
Sure you can be friends with an ex, but THIS sounds a little too cushy for me
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Her last ex she not only talks to daily, but watches movies and whole seasons worth of TV shows with.
Personally I don't believe a male and female cuddle up on a couch in front of a DVD without a certain level of intimacy
Which brings me to the second issue - I believe it shouldn't really matter to you, if you're getting everything you want out of the relationship.
HOWEVER, if she's constantly cancelling on you to hang out with the same other guy all the time, then it's like "Hey, are we dating or what?", which is no different than a girl talking for several minutes straight to someone else on the cell phone while you're out on a date with her, waiting for her to finish the call, then it's like "Hey, are we on a date or what?"