Same thing even with a boyfriend or girlfriend. You once were friends and possibly somewhere in Facebook's old files or archives information is coming up showing that you once were friends and Facebook system is just trying to connect/re-connect you...it's just a machine it doesn't know you have broken up with your ex.

Also, if one of your friends has your ex as one of their friends this might be a reason it is coming up too. You write you don't have mutual friends, but you won't really know that unless you compare your friends list.