Can I ask my doctor for an MRI?

I’ve been having back and hip pain on and off for about a year. They told me I probably have sciatica, but they didn’t do any imaging scans. It’s flaring up again and I always go to my PCP and they just tell me to stretch, which is fine, but I would like to know the root cause. Is it weird to ask for an X-ray or MRI? I don’t want to sound like one of those people who is looking for an illness or something lol. I just want to know what the deal is and maybe see a physical therapist.