I say:
As long as you are comfortable with your self, and have enough self esteem to express it as such, then go for it. Women usually think that people who buy pumps, and practice the more mainstream of PE activities are people with low self esteem and a small dick. That’s a cool party joke in some areas of the world I guess, but that is very far from reality.
I don’t know what your relationship is like with her but as long as you feel like you can deal with her reactions then, I say go for it. If you think that she will become a vindictive ex, and you can’t deal with the talk afterwards, then don’t go for it.
I told a few girlfriends (girl friends, not partners) about PE. They would all ask how big I was, tell me that I was stupid for doing it at first, and then admire the idea, check back on progress, and then show general interest in the benefits of a program like this one. But I knew how to deal with their reactions, and how to phrase this activity of mine, in a mature, thought out way, leaving very little space for critique.
As long as you can be a man about it, you should be fine.