I agree. Your doctor is doing a good thing.
I have NEVER had problems with cysts.....until I started Clomid. Now when I take the medication I typically develop one. Some months it gets quite large (and EXTREMELY) painful. When that happens I have to take a "rest cycle" - no clomid, very limited baby dancing activity. My doctor told me that cysts can sometimes cause the ovary to twist. The blood supply gets cut off as a result and then the ovary dies. Bottom line, cycts can be VERY problematic if not monitored.
Don't be afraid to talk to your doctor. You need to have a trusting relationship.