Of course. This is called a CE, consultation examination. The SSA pays for it. Sometimes you will be asked to attend a general physical examination. This is not worrisome. What is much more problematic is when the SSA asks you to be examined by a clinical psychologist or an orthopedic or another specialized doctor.
First of all, the SSA pays these doctors so little, they can hardly perform a complete examination economically. Note how long you are actually examined by this doctor. It may be useful information at a hearing.
These CE's report is almost never favorable to you. If you are claiming disability of any nature, the CE will find a way to say you can do work, full time and with only modest physical or psychological limitations.
You must give truthful information to the CE. Any inconsistencies between the medical or historical information you give them and what you tell your personal doctors will be a strong reason to view you as less than credible. That will "torch" your case.
Do realize that if your personal doctor, specialized orthopedic, neurologist or clinical psychologist, or even your family doctor has treated you for years and their opinion is vastly different from the CE, the likelihood of the judge using the CE's report over your doctor is slim to none. You and your lawyer have a right to review the CE's Medical Report. Take it to your doctor for review and a good parsing of the findings. You may be able to pick it apart in 10 minutes of less.