Yes, you can of course ask that another male witness the body check in place of the female. However, I am sure that the female that was witnessing the body check was doing so as a professional and nothing more.
There are some things in nursing that hospitals require to be witnessed. For instance, if I were to pull up a narcotic in a syringe during a trauma and didnt use it all, I would be required to have another nurse or physician witness me disposing of the remainder of the narcotic down the sink. In order to avoid lawsuits and situations of the like, some hospitals require that another provider be present during a sensitive exam such as a Pelvic or a breast exam in order to ensure that the provider performed the exam in a professional manner. Usually with males, they will have a male provider perform the exam, just as with a female pelvic; I will typically find a female nurse to do the exam. However, sometimes we just do not have that extra male or female around given our patient loads.
It is absolutely your right to ask for a male to witness rather than a female. However, I am sure that this female had nothing but your health on her mind and there is nothing to be embarassed about.
Speaking as a nurse, I can tell you that once you have spent time in nursing school, you start seeing the human body in terms of anatomy & physiology rather than something sexual. I wish you good health and the best of luck. If you have any more questions feel free to ask. We have a wealth of nurses here on the site that would be more than happy to share some of their knowledge.