This is somewhat common. It's a different style of practicing vet med. They all have their ways... If you prefer that the exam is done in front of you, you can always find someone who will.
The two major reasons this is done are:
Sometimes the animal doesn't cooperate when the owner is right there, and it is becoming a new trend to want to sue vets. If a dog bites an owner while seeing the vet, the vet can be held liable. When the vet examines the animal with the owner present, the owner tries to help restrain. The vet doesn't want the dog to snap at the owner because that puts vet in a weird situation legally. So some vets just take precautions and do all exams for all pups in a different room. Oh and if a non-employee gets hurt on vet property, the insurance issue can be a little funny...