I'm in a similar position OP, I sympathise.
My PIL are very focused on the kids and don't seem to have any regard for adults feelings, so they have repeatedly ignored my partner telling them how much it hurts to see them strike up a relationship with the woman who made his life hell. They weren't close before so it feels like they have gone out of their way to disregard his feelings.
In their head, I think they are doing it for their grandson, who is 6, but it's got to the point where my partner feels pretty redundant in his life because as far as my SS is concerned, my partner's whole family "belongs" to his mothers side because she is always there. He has no heritage, no history to teach his son because all that is part of the rich tapestry of his mums life in his head. My partner is just this lone figure that exists in isolation against this huge, varied family his son has created in his head consisting of his mums family and my partner's family, all as one. Experiences my partner wanted to have with his son and was looking forward to sharing with his mum are taken away as she's already done it with the ex, so my partner ends up constantly missing out. It's hard to explain to people who haven't been in the position but it is not pleasant for their son, whose feelings apparently don't matter because he's not a child.
I can see that in your case too, as they have chosen to spend their actual anniversary with just their grandkids and the ex. Don't they want to see their son on these occasions, as well as see him with their grandkids? I agree, it's weird.
Yes I get it, they've known each other for a long time and have their own relationship with her, there's absolutely nothing wrong with them keeping in touch, but family events should really include their own son above his ex. It is hurtful, I understand where you're coming from.