Of course it is ok!

Honestly, this post comes off as incredibly selfish. My mother passed away two years ago and I'll keep photos of her on my phone as long as I have one. Is is not weird in the slightest. And to get jealous of his deceased mother being his lock screen? You don't sound like a 42 year old at all. I mean, I don't quite know how to respond to this post...

Have you ever lost someone close to you? I struggle to understand how someone could possibly think it is emotionally unhealthy to have a deceased family members picture on their phone... You don't just forget someone when they die.

Your husband is taking steps to combat his depression, and it seems that the lack of intimacy is your main issue (although in this post you sound more like you're bothered about the picture). You need to understand that, while the lack of intimacy is hard, there is not a simple quick fix when combatting depression. Communication is key in relationships, so maybe try and speak to your partner about it in a non-accusatory way. I don't feel that the photo is the main issue here.