He doesn't now why she still talks to him if she's moved on as she says she has. It's almost as if he were concerned for her and she wanted to reassure him, when all she actually does is reopen the wound with every interaction.
He accepts it, simply because it flatters him to be remembered, that the relic of her past that he'd become still has meaning to her.
It keeps him clinging to her. It's the messiness of his severance from her. It wasn't a clean break from his side. There are still tendrils and tears left tattered and raw. Little bits of her still adhere to him while parts of himself were lost when she pulled away.