I am not a lawyer but in my own personal opinion, that sounds like a great idea actually.
I realize you feel your privacy is being invaded, but on the flip side, if this doctor is treating you, he probably needs to be very sure he knows what he's dealing with.
I'm not even close to an expert, but if you start going to 2 different doctors, and many people do, if the doctors don't know about the other and what he's prescribing, it could be really a bad thing.
I am not saying you are doing a thing wrong, I'll only say I've had a number of relatives, as they got older, who I'm pretty sure were seeing a number of different doctors for a number of different things.
Doctor A didn't know Doctor B, and quite honestly, as things progressed, certainly my grandma was taking far more pills than any one doctor knew about.
I suspect this is likely a measure to prevent that in the future.