It doesn't really bother me. In a way, it is actually less awkard than having a male doctor do it. I have always had a less comfortable relationship with males, and that's definitely going to carry over with things like this.
Still, regardless of the doctor, they're supposed to be professionals about it, so it's no big deal.
This does remind of an interesting moment in my life. I went to get an annual check-up when I was sixteen, and my usual doctor asked me if it was okay to have someone tag along with him this time. I said sure. His apparent (I presume intern) apprentice was a blonde girl that was probably in her mid to late twenties, and not bad looking. But... as the whole session transpired, she seemed to take a shine to me. Until, at one point, when the doctor had to leave for a few moments(leaving us alone), she was blatantly hitting on me! She, a healthcare worker, hitting on me
examination room,
while I was only sixteen. Now, when it came time to for the genital exam, I despreately hoped my doctor would do it. Fortunately, and not suprisingly, he did. And, before he did it, the girl decided she was just going to step out for that. I thought "yeah, you do that".
The lesson here is that the rules change in case of grossly unprofessional behavior.