I'd suggest more, or different counselling, as it's not like he can change his past, and even if you split with him, then the next relationship is going to have exactly the same issue.
It may help to try and look at it differently. Love isn't a finite resource. You don't love your child less because you have another one. You don't love a parent more when the other one dies.
So why would romantic love be different? Just because he's been married before, it doesn't affect how much he loves you, it's not like she used up all his love before he got a chance to love you.
At the end of the day, there are thousands, if not millions of people on this planet who he could love, who you could love. All love is really is happy chemicals popping off in the brain. Yes, that means you're nothing special, but it means his ex is nothing special either.
What is special is that someone capable of making those happy chemicals pop for him, for you, at the right time, in the right place, in the right circumstances. That's the million to one chance.
One of those things weren't right for him and his ex, so they ended. Who knows if they carry on being right for you two? Stressing out about an old relationship that demonstrably didn't work doesn't sound like recipe for success though.