Can I have some advice please?

I've been dating a guy for about a year. We did break up for a month. That's not relevant though. There's this woman he started talking to before we met. He has never met her in person. He still has her on FB. He has other woman friends but I have an instinct about this one. One time I got upsett because he commented on a picture about how beautiful she was. I got jealous and explained to him my feelings. He never tells me I'm pretty or has said anything like that on any of my photos. His reason was he was being a friend to her and trying to make her feel good stating that she is sick and that her husband left her for that reason so he feels bad for her. I tried not to be jealous but it makes me feel bad. The other day I saw a comment she wrote on a status saying maybe we will be together in a second life. He has told me many times they're only friends. He used to talk to her on the phone all the time and tells me he hasn't in a while. Not really sure what that means. I told him how I felt and said I think it is causing problems with us and if he's not emotionally involved with her then why can't he delete her from his friends. I told him I would not tell him what to do or make him choose but I don't see why he doesn't just delete her unless she is important to him. He says he loves me and wants to be with me. Even after talking about it with him it's still bothering me. I want to write her and see if she knows we're together and if she does why isn't she being respectful of that. Not sure what to think or do. Opinions and advice please. Thank you! :)