Only if he still has feeling for her - they might be just friends who don't want anything more. "Going out" is a term for "Going Steady or In A Relationship". Yes that would be bad. Having lunch on the other hand is only bad if you have no knowledge of it, and would have wanted to know. If he doesn't mind you having lunch or going for drinks or simply visiting with others, and you don't mind him doing it, no problem. There are certain things that only people in a relationship do together. Even seeing a movie together is probably best done by people in a relationship. It depends on how well you know each other.