Checks for cervical dilations the last few weeks

I was curious if everyone else gets checked each week (during the last month of pregnancy) at their prenatal visits. Last week (I was 35 weeks) the nurse told me to take everything off from waist down and cover with the sheet. When the doctor came in he said "I can check your cervix if you want but we don't have to do it every week." One- I didn't ask for it, the nurse told me to take off my clothes! And this is the first time he's checked. Two- I've already had preterm contractions on two occasions that were 2-3 minutes apart and lasted 35-55 seconds. He doesn't seem concerned. Three- my baby is measuring two weeks ahead (probably not a big deal but I'm a FTM). Four- I thought it was just customary for them to check your cervix often with a month left. It's not like I enjoy it by any means but it's nice to know what's going on this close.

How often does everyone else's doctor check for cervical dilation? Anyone else have any similar experience? Just wondering what the norm is or other women's experiences.