Hi there, well I have some opinions.............can you believe that? lol
First off, I do not know why the nurse would ask you if you had been smoking unless she smelled the smoke. An 02 level of 100% is as good as you can be. When someone is in low 90's then a red flag should go up.
I think the evaluation is a good idea. However, if I was you and felt my physician was biased and quick to just blow off any of your concerns with it is your anxiety, I would seek a second opinion and perhaps look for a physician that specializes in internal medicine. Then you will have that second opinion.
It is not uncommon for those of us with anxiety to think the worst first and the next thing you know we are going in circles.
So please do not assume from the nurses comment or the Drs. non comment re lung cancer that you have it. The Dr. would be negligent if she saw any sx pointing toward cancer to not tell you.
The 2nd opinion is to make you feel better knowing that you have a new perspective on your health condition.
Special Hugs to you.