I am not a Gyn/Obstetrician, but I helped 15 babies into this world during med school, and accompanied my wife on several occasions during her pregnancies, including the last one here in Switzerland.
A pelvic exam is usually done to get an idea of your internal organs, whether it is painful or not, and to obtain cell samples of your cervix, to exclude or diagnose cervix cancer (using a PAP smear). Regarding pregnancy, your doc should have done at least one pelvic examination to exclude any obvious abnormalities that would have an impact on your pregnancy.
However, after that initial examination, the value of additional pelvic exams is in my view quite limited. Your pregnancy significantly changes the anatomy down there, so it is extremely difficult to separate the "normal" pregnancy changes from whatever real pathological change may happen. This is why current echo's are so useful, because with the imaging, you can actually see if any change is due to the pregnancy or not.
Also take into account that here in Switzerland, a pelvic examination is considered quite invasive with a moderate to large impact on the patient. No Gyn here will shy away from it, but at the same time they have a healthy reluctance. As in any country, in academic hospitals there will be more of these examinations as compared to private practices, due to the learning curve of the MD's in training.
Things are different if you actually have complaints down there. Itching or pain can point to an infection, which may need another pelvic examination to fully diagnose. An abnormal weakening of the vaginal walls (prolaps) should also be "investigated" with a pelvic exam. These are just some examples.
During labour, pelvic exams are performed more frequently in order to measure the opening of the cervix. For example, if despite hours of contractions, the cervix does not open up, this may be an indication of a problematic delivery, which means considering a C-section. Most of the time, the cervix can be "observed" to smoothen out and open up over a specific time period of several hours to a day, and at the end (once there is approximately 10cm opening), you will deliver your baby.
I would strongly suggest you voice your worries directly to your Gyn. First tell him or her about your worries. If you worry about specific diseases, ask directly about it, and ask what the Gyn can do to detect / prevent / and treat these conditions.
Hope this helps.