Yes, I've done an exam scene like this, and it was amazing!
A male play doc that had examined me many times over the years contacted me to let me know that if I was interested in a dual exam with another male patient, he may be able to set one up. The other guy was in the same situation - he knew and trusted this doctor and was looking to add some variety to his exam experiences. The doctor set up a first exam with both of us, and it went really well. We stood side by side and slowly undressed as the doctor conducted the first part of the exam. Eventually, we were both naked as the exam continued, and each took our turn on the exam table. The doctor assisted each of us in producing a semen sample while the other patient watched.
Discussing this afterwards, there was clearly chemistry between me and the other patient, and the doctor suggested that he would be interested in watching us having anal sex as part of our next session. He had already discussed our sexual history and preferences (me - gay vers/btm; him - bi top), so it was clear that I would be the receptive partner. We were both into the idea so it was included the next time we got together.
The exam started off similar to the first one, with each of us slowly undressing side by side while the doctor examined us. When he got on the table, the doctor encouraged me to watch very closely during his penis exam. Likewise, when I was on the table, he was able to observe very closely while the doctor examined my penis and my anus, including using a speculum and his gloved fingers inside me. Eventually the doctor said that we were both healthy and ready for anal sex. He handed the other guy a condom and the lube, and soon he was inside me with the doctor observing closely.
Not exactly a realistic medical scene, but I think we all had a lot of fun!