Keeping in mind each person has a right to hang whatever they want on their walls, all one can do is express how uncomfortable they are with visiting him/her and seeing photos of his/her ex hanging on the wall.
It's an indication to me they have not moved on.
I suspect they will tell you they are "friends" with their ex. A large segment of the population these days insists on remaining "friends" with exes and don't believe the "new" person should have a problem with it. From their point of view they're simply displaying a photo of a "friend" whom they dated in the past.
There is no "wrong" or "right".
There is only "agree" and "disagree".
Ultimately we are looking for someone who agrees with us regading the major things in life.
If this is a "deal breaker" we should get out.
If it's not a "deal breaker" then we must find a way to accept it.
To stick around nagging, begging, screaming, or pleading for someone to change is a waste of time and energy.
People change when (they want to change).
What usually happens is we become frustrated and disappointed and they become resentful.
If it were me I would move on.