Hi - the frustrating thing about these people is that their moral compass ha been turned off. They are sociopathic, [if not downright psychopathic] at time. Even if we did most reasonably remonstrate, it would be pointless.
No sane person discusses their previous sex life. It is a given. Unless they are INCREDIBLY immature, or utterly without sense. Our not rising to the bait is the best thing we can do. We may feel we are giving them a license. Hey these peole will take it anyway. this way we are dignified. And they do notice.
I do understand your frustration though. There are times I have just wanted to rant and scream. Nope, dignified silence. Speaks volumes.