You know those checkups which require you to take your clothes off for the physicians to better examine whichever body part that's concerned? And then he/she will leave you in the room, giving you some privacy, when later he/she will see you in your birthday suit anyway. Why is that? I find the psychology behind it interesting.
So I've asked around and searched through forums. One good explanation is that the doctor honors respect and manners. In general, getting undressed in front of a person you are not involved is demoralizing or humiliating. There have been newspaper reports from many countries raised by patients who find the act of "being watched" (or stared at, even) violating.
Normally, the patient will feel very uncomfortable undressing in front of the doctor, and the doctor will also feel ashamed by looking, especially if they are opposite sexes. Another is to save time, perhaps? Whilst the patient is undressing, the doctor can attend to some other work in the background, thus saving both of them the inclination to be more embarrassed.
In some other cases, patients are not totally required to be naked but only strip to put on a medical gown. It all depends on your illness or reason for going to the doctor.