I thought it was obvious, but apparently it wasn't. Having too many exes seems, to me, to indicate that the person 1) has difficulties making up their mind or 2) is not thinking things through before entering into a relationship or 3) is rushing into a relationship before both parties are ready. I'm 82 and have only two exes (not counting one-night stands) and the last one was my wife. We were married for 46 years, until she died. Had I had many relationships, it would clearly demonstrate that I had an incorrigible tendency (and an inability to learn from my mistakes) to get into doomed relationships. BTW, having many exes tells me that there's a problem with at least one of the protagonists.

I'd flat out ask her about it.
In a nice way, not demanding, or angry or anything. But you do deserve her to be honest to you.
It could be she was afraid to tell you as she felt you'd get upset after all.
Could be the ex has shown a renewed interest in her which made her kind of question things.

To explain that... often when a woman feels good with a new man (you in this case) she exudes a wonderful vibe, has a different glow. We then often have an ex come up out of the blue with renewed interest.
That can be confusing, certainly in early stages.
So it could be innocent, but you have to know.

I'd ask, however scary that may be, and tell her you really need her to be honest and that you have to be able to trust her, especially if you're okay with her still dancing with that ex.

Depending on her explanation make you're decision.
If you want to continue with her you could possibly ask her to find another dance partner. You can tell her you're not comfortable with this situation, and rightfully so.
That way you allow her to do what she loves, just not with that ex.
If she's truly into you she will do this.