Do think it's wrong that I'm happy my ex-girlfriend's fiancee died?
Why would you be happy that he he died?
Because he stole my ex-girlfriend away from me.
Feeling this way certainly isn't going to win her back. It speaks poorly of your character to celebrate someone dying.
She'll get over his death and maybe she'll want to go out with me again.
You should not be happy that someone died, even if you didn't like that person. Your relationship ended for many reasons and you should think about that and put it in the past. Move on and try to find happiness.