He is testing you and does not want to let you fully go or be emotionally free.
He simply does not respect your boundary yet.
He gets a kick at knowing that you are still emotionally hooked on him. He want to make sure you don't forget about him.
Remember: psychic attention is energy!
When you think of him or he knows he still owns you, it gives him a sense of power.
If you want to get your message through, you need to be consistent and repeat the message a few times in various ways until he gets it. You need to be firm and consistent if you want him to stop. He needs to hear that 3-5 times until it really sinks in.
You can as well simply delete his messages or not return his calls. He will eventually give up if there is no response.
Makes sense, right?