@hawthorne--thanks for your response! I primarily went to PT for issues I have been having with urinary urgency, and, more concerning, mild ED and delayed ejaculation. All of those problems have gotten MUCH better with PT. I did not have urethral burning or penile pain myself, but those symptoms are common with tight pelvic floor muscles to the point of mimicking those of a UTI, like you have experienced. There are actually 14 overlapping muscles in your pelvis, and there is a considerable amount of crossover dysfunction that can happen when the muscles are tight, and a whole constellation of different symptoms that can present, though it is difficult to tell exactly which muscles are causing the symptoms, since all must act in concert for normal bowel/bladder/sexual function to take place. There is a physical therapist on YouTube (Susie Gronski) that has published a number of excellent videos that talk extensively about all of this, highly recommend you check them out.
As far as the internal exam, I did request this and my female therapist complied. She had me take off my pants and underpants and covered me with a sheet, and had me lay on my left side with a pillow between my legs. She gloved up and put a lot of lube on her index finger before inserting it into my rectum. The exam lasted a full 5 minutes, and as you might guess, since she was actually palpating the individual muscles and connective tissue, it got to be a bit uncomfortable and, although I was aroused by the idea of the exam and the situation, it was not a very erotic experience. She was actually able to feel both my tailbone and my pubic bone from the inside, which is an unusual experience. She determined I did indeed have tight pelvic floor muscles, particularly the left hip flexors. She spent all her time on the muscles, etc. and did not assess my prostate (not her area of expertise anyway) beyond obviously feeling it on the way in. My urologist has already told me I have mild BPH and urinary retention, but I believe between the PT, daily low-dose tadalafil, conscious double-voiding and home exercises, I can keep the problem from getting worse and from interfering with my sex life and urination.
Keep us posted on your progress and if you watch the videos (besides Susie there are lots of others) let me know what you think. Good luck!