Oh fine, I'll get involved before the details (but I expect them soon.)
I'm siding more with keeping this to yourself to be honest. If she's been as hurt as you claim, then all that this will do is plant the seed of doubt in her mind. She will also have to put on a brave face every single day knowing full-well that you're about to go spend a few hours with a woman who wants to have sex with you. I don't see what there is to gain by telling her, but it could have repercussions. She will overthink this to the nth degree, especially considering that the woman in question is an ex of yours.
If you're a solid enough bloke to not give it a second thought, then rather just keep it to yourself...