I realize I am not a male, but I have experience in this area. It seems to be a complete personal preference thing. Personally I have never been with a guy who didn't want to have sex with me while I was menstruating. They might want to wear a condom or not have sex if it was too heavy, and there might be a lot more towels involved, but generally none of them had a problem with it. I have, however, had male friends who would not have vaginal sex with a woman while she was on her period. It just seems to squick some men out more than others. Speaking as a bisexual woman, I will also have sex with a partner on her period, but I will not perform oral sex on a woman when she is menstruating. That's just a personal preference of mine.

If you're concerned, ask your ex about it. Open communication is important in relationships, especially about sex. State the facts: you had sex once while you were menstruating, but the next time he didn't want to. Ask if there was something different about that time. If it's something that he tried and didn't like, that's okay. If it's something he'd be open to doing more of, let him know that you would be okay with having sex while you're on your period.