There are two parts to this. For starters, sex without arousal is also painful. During arousal, you secrete lubricants, the vaginal cavity expands as blood flows to it, and your body dampens pain reception across the entire body. Most people are not aroused by medical examinations and given your examples for experiences I’d say you’re definitely not getting hot and bothered by it. So the difference is eating a candy that you’re excited for compared to eating plain bread with a dry mouth.

Second is that your doc may be aware of your issue and forewarning you so you’re prepared. Given the way you talk about it, I’d imagine you’re probably on the younger side. If you’re getting your first few exams, or have been direct about your experiences so far then it’s likely they’re playing it safe for your comfort.

Lastly, talk to your Doctor about this issue, here are some examples so you know the verbage. I’m a guy but I do have second hand experience. I long distanced a gal who had surgery for microperforate hymen before we met and was incredibly scared of penetration in any way. It didn’t work out for other reasons, but we had a lot of fun building her confidence and other interests. The mother of my child had a partial transverse vaginal septum, it led to a sharp and buring pain at the entrance during penetration outside of a specific angle. This was “solved” during child birth when the doc had to snip her to allow the baby to come out. After getting stitched back correctly (no husband stitches here) she ended up having quite the sexual awakening. Lastly, my now spouse had a rotated womb which lead to abdominal pain during arousal as it pinched the womb. This was remedied.by a full hysterectomy for unrelated purposes.

Point being, there’s a lot of variables in the area and it would do good to read up on some of the issues, do some self exploration to get a good handle on what your symptoms are, and them talk to your Doctor about it.