36 weeks, 85% effaced

Hi ladies! At my 35 week appointment I was only 1 centimeter dilated but 80% effaced but my doctors seemed a little concerned about preterm labor. I didnt think much of it because lots of people are dilated for weeks before ever going into labor. Yesterday at my 36 week appointment, I was just barely more dilated and my doctor said they are watching me closer because of how effaced I am and how low in my pelvis the baby is sitting. The doctor gave me a note prescribing light duty at work and travel restrictions to visit clients only within 15-20 minutes of the hospital I'm delivering at. I wasn't worried at all until she wrote "threatened preterm labor" as the reasoning behind the note. Any one else similar? I'd love for this bun to keep baking but my doctors aren't convinced!