The death of a loved one is never a 'minor issue', Tiger.
When you have recovered from the shock of your ex's unexpected death you may benefit from bereavement counselling but I suspect that this may serve, in your mind at least, to add to your concern for your husband having to watch his wife 'grieve over another man'.
Taking yourself off for sessions may come to seem as it if is your 'guilty secret', so to speak - an almost adulterous time for you to weep and wail over 'another man' before returning to your husband's arms.
You shared 22 years of your life, created dc with your ex, and loved him to his dying day, but you weren't 'in love' with him because the feelings you had in the early days of your relationship had been tempered by your experience of living with him.
Your dh is no doubt aware of your history with your ex and, unless he an extremely callow youth who is unlikely to have much understanding of the deep and often complicated emotions that surface when a loved one dies, IMO you should give him the opportunity to comfort you.
If you haven't told your dh that your ex regarded you as 'his girl' despite your remarriage, I would suggest you keep those particular memories privately in your heart and share all of the other feelings/emotions that have been evoked by the loss of your ex with him.
Reassure your dh that being able to grieve openly for your ex makes you appreciate even more how much he, your current dh that is!, means to you, and that you are so thankful that you have found a man who, from the beginning of your relationship, was aware that your ex was not a threat to him in life and knows that he cannot be a threat to him in death.
We all mourn our losses in different ways and grief is something that can drive a wedge between the most loving of couples. Let your grief for your ex deepen the love, acceptance, trust, and understanding, you share with your dh.
Bless you, honey - don't bottle your grief up any more; honour your ex and your dh by letting your tears flow freely.