Never had the pictures thing, but did have an ex-BF who kept me informed about all his latest tricks and guys he was dating, in all the most intimate details. And asking me for advice about dealing with them. Rat poison always formed a part of my answer.
Funniest time was when he was banging on my front door at 11:30 at night, came in white as a sheet and trembling, barely able to speak. He had just driven 20 miles from this guy's place, after the wife returned from a trip unexpectedly, while the husband and my ex were naked in a hot tub on the back patio.
He escaped clothes in hand still naked, climbing over a fence, dressing in the bushes, lying low and waiting for the wife to empty her luggage from her car out front, and finally making his way the several blocks to where his car was discretely parked. He kept repeating that he should have listened to my advice about staying away from married guys, the most shaken I'd ever seen him. Of course that resolution only lasted about 2 weeks.
Now that's a case where I would have welcomed pictures. And while I really liked him, I've learned that some exes carry more baggage than that wife returning home, and are best left behind.
They may want to remain involved in your life, often in the guise of asking you for advice, like this one did, but sometimes I think it's not a wise decision. Plus both my late and current partners have not approved of my staying in touch with them, and while one can argue whether that's reasonable, I'd rather defer to the guy who's sharing my bed than to the one who's left it.
The OP may want to consider asking this ex to stop the pics, and blocking him if he doesn't.