Each State has differing laws about an exam, in relation to a cleaning. The dentist does have the right to protect his license.
If you have a regular DDS you see at home, do as recommended an either have them print copies of your x rays, or put them on a drive. It also would be big help to have them print a copy of your treatment notes. You will probably find it easier to have a
" cleaning only " appointment if the DDS knows you get treatment regularly and are free of decay and periodontal disease.
As a new patient, there is a legality of having a comprehensive exam done by the DDS prior to the hygienist doing your cleaning. It is possible you will be able to find offices that will do your cleanings without an exam, but they might have you sign form saying as such, and they are not responsible for any decay or periodontal disease not diagnosed.
He is watching out for his own best interests, but he is also recommending something that is in yours too. Trust me, the $39.00 they charge for an exam, isn't going to make or break his Range Rover payment for the month.
Good Luck
On edit... HappyKayakers statement about finding an office where the Dentist did their cleaning is nothing to tout about. Dentists make their money doing restorative work, ie crowns and bridges. They hate doing cleanings and will not be as thorough as a Hygienist.