My husband also goes with me for all my appointments, including the first one where I was given a pap. I feel comfortable around him where I would never ask him to leave the room, it was actually not a big deal. He was sitting beside me and the midwife was giving the pap. It was uncomfortable at times when I was getting the pap and I would just look over at my husband,
Like someone else suggested have him leave the room if you are uncomfortable or he can even stay but they could pull that curtain shut in the room around you to separate you both. Also, at the first appointment they go over a lot of information so there will be no secrets health wise between you and your husband after you are finished with your apppointment.