I think it is more about respecting your spouse after she has told you that something bothers her than it is about the pictures. He should take them down. UNLESS he and the X have kids together.
I don't have pics of my X on FB, but I do still have our wedding photo album. My bf has pics of his X on FB, too. I don't care. If I DID care, however, and I asked him to take them down, I'm reasonably certain that he would do so and we wouldn't be fighting about it.
When we were moving the last of this things from out of state, he was going to toss some pics that were of him and his X (the kids weren't in them), but I told him he should keep them. They will matter to the kids one day. So, he kept them. As long as he isn't keeping them under his pillow, it doesn't matter :)
My DH has pictures of ex g/f's and wives in his photo album. I know who they are and can talk to any of them anytime I want. If he were sneaking around behind my back it would be an issue. The past is the past because it has passed. I don't worry about what was. I focus on what is.
__________________
“You may shoot me with your words, you may cut me with your eyes, you may kill me with your hatefulness, but still, like air, I'll rise!” ― Maya Angelou