Most married people file their taxes jointly. It is unlikely this scenario would play out in a marriage. Having said that you have to look at your mate and determine if you can trust them. I suppose you have to ask yourself why he or she felt they couldn't tell you about it. If they figured you'd blow things out of proportion or they know you don't believe exes can be "friends"...etc That would explain why they chose to hide it from you.
Some people have never done their own taxes and if they know someone who will do them for free or at a very low cost then they will jump at the opportunity.
Ultimately you have to trust your instincts. If you suspect there is something (going on) other than taxes being done then you should end the relationship. Going forward you could offer to pay to have their taxes done or get turbo tax yourself and do them. It has been said that "Anger is the mask that Hurt wears". Odds are you would be hurt because the (Ex) was enlisted to do the taxes and not if it had been (a friend of the same sex) who did them (even if your mate didn't tell you and you discovered it). Underneath it all there is a hint of insecurity or lack of trust. Is it your mate or their ex you don't trust? or is it simply you don't like the idea of exes helping one another? You're entitled to have your own feelings. The goal though is to find someone who feels the same way as you do when it comes to "important issues". You have to decide, Is this a "deal breaker"?