Our family doctor has an interior exam room, no windows in any of his rooms except the waiting room. It must have been expressly modified like this, since he lives in and uses an old 19th century house.
I've noticed that in most hospitals, especially the newly built ones, exam rooms are also usually on the inside of the building, with no windows facing the exterior walls. The corridors are on the exterior walls with windows galore.
A dermatologist my wife went to once however, had a huge bay window in her office, opening up to a very large inner city yard, something not that common in our densely built urban areas. To compensate for the nice natural light, she did have a folding screen to conduct exams behind, so none of the neighbors had a view. I also think she had some kind of very discrete, modern type blinds that from the outside looking in, would deflect anyone's views.
On a personal note, I love the feeling that, once upon a time, I must have experienced in a doctor's office when just prior to an exam, the blinds or curtains are pulled into position and you are suddenly in a darker, more intimate feeling room, instead of in the bright sunlight ... the change in atmosphere is marked and simultaneously ominous and also holds a hint of possible indignities about to be committed to one's feelings of decorum. It's also a hint that some clothes at least, are going to be removed in the newly created privacy of the exam room.
Now, this hasn't happened to me in a long while, but as I'm writing now, describing this, the memory of these feelings is very strong ... either I have an overactive imagination from fantasizing too much, or else it's something from the past, the way doctor's offices were built back then.