I think you handled it mostly right. You got to be careful dealing with another man's old lady. Even the women on my job, they text me all the time telling me when they are going to be out and asking me about work related things. I'm always mindful of what I say through messages and how it could be perceived by a third party as well.
A lot of guys be jealous as hell, and I've seen some of the toughest of men get real tender behind a woman.
You handled it mostly right you talked to him like a man and basically told him it isn't like that. I probably would have added, I respect you as man but we can't do this anymore.
I probably would not have pressed charges, but I would have alerted security and law enforcement just in case he decided to do it again.
A lot men be jealous as hell, but all the jealousy in the world won't keep that woman from playing around on you if that is what she has in her mind to do.
The thought of some other man pushing inside of what they love or another man capturing her interest is to much for a lot of them to bear, and depending on the mental toughness of the man, he can become dangerous and unhinged which is the case with this guy. Be careful and keep your distance from that woman.