Lord knows I'm no expert on this, but I see that WebMD says: "Include a pelvic exam if symptoms [of a UTI] indicate a possible pelvic infection or urethretis." http://www.webmd.com/a-to-z-guides/medical-history-and-physical-exam-for-urinary-tract-infections

I'm a man, and I once had a UTI (though it's considerably less common in guys), about ten years ago. The procedure in my case included a rectal (internal) examination and -- forgive the biological explicitness here -- a couple of minutes during which the doctor grabbed the penis with one hand and repeatedly pulled down along its length with the other in a sort of "milking" motion, which I was told was for the purpose of drawing out mechanically a sample of whatever discharge from which I was suffering. It was fairly uncomfortable, both physically and mentally, but as far as I could tell, all quite professional.

A lot of these genito-urinary procedures are invasive and upsetting, even when the practitioner is sympathetic and communicates well with the patient. When he or she doesn't, they can be very distressing indeed. It's not unusual or wrong to feel somewhat shaken up afterwards.

There's a sub here, I see, called r/AskDocs. They might be able to give you a definitive answer.