You can always request a female doctor if you wish I'd have thought. You don't *have* to let a male doctor examine you. Or if you don't mind a male doc you can ask for a female member of staff to be present also. In fact, a male doc should have a female staff member present during an intimate exam iirc (at least that is my understanding when having other stuff done in hospitals, standard procedure it seems now). TBH though, its 5 minutes out of your life and you'll never see them again. And as a Doc they will have seen it all before. I just tend to put modesty aside and get on with things like this. I'd request a second person there if one isn't already is about it.
Personally I never just sit there and say nothing if I am not comfortable with a medical situation. I've refused a male doc before (didn't like him personally so no way was I letting him near me) and asked for another doc, didn't mind if male or female then. And also asked for a second person in the room during an exam. They called a nurse in. Wasn't for a medical for Aussie visa but I'd surely think the code of practice now is much more considerate toward the patient in terms of dignity and so on.