My Doctor Won't Test Me For STIs?

So my boyfriend and I have been having oral sex both ways for two and a half years now. We've decided that we want to move further into vaginal intercourse and agreed that we want me to be on the depo provera shot. So I scheduled an apointment at my local health department. They said that they would give me the shot but they would not test me for STIs unless I am having vaginal intercourse. Doesn't this seem weird? I told them I was planning to after this shot but they wouldn't test until I had vaginal intercourse. Should I try another doctor to be sure? We haven't had sex yet and it has only been 5 days since I got the shot.