Why does my ex get so surprised when he insults people, and they insult him back?

In all honesty, it's not about you. It's not about him, either. When we do things, we tend to think that we're doing the "right thing"...so anything he does he's going to think he's right. (This is my experience as a Psych major.) So even though he never thinks he doesn't do things wrong doesn't mean that he isn't. However, just because you think he's going about things the wrong way doesn't mean he is either. It's all just a matter of what we're used to in our lives. So if he's used to this way of living, let him live that with someone else.