Personally, Holland, I would not worry that the doctor will think it strange that you and your husband wish to be present at each other's examinations. It is not an unusual request and, after all, he or she will not know your motivations for doing so, and you certainly don't have to justify your wishes. Remember, they are there to serve you, not vice-versa; you are, after all, paying for a service.
If it makes you feel any easier, you could say that you simply wish to lend each other moral support and ensure that anything that is relevant is mentioned to the doctor; it's easy for the person being examined to forget to do so.
The key thing is that you and your husband agree that you want to do things that way. As regards how you will actually feel with watching or being watched during the examination, that is a very individual thing and what works for one person may not work for another. You may find you can cope with one, but not the other. You will, of course, only find out by trying it.
I do understand your concerns, and I hope some of this may help to allay them. I hope all goes well when the time comes.