It's not uncommon for urologists to do PSA in their office--it gives them a baseline to use in the future, where they will also want your post-treatment tests done there. There are variations between the different manufacturers of equipment--and they like what they have on site.
Could it be a free PSA test?
It's not a big deal--get used to being poked, prodded, and jabbed. It's just something to live with.