Not only is it it ok to say no, but it is ok to fire him/her if you are dissatisfied for any reason. I saw and fired 4 oncologists before finding my current oncologist.
After a couple of treatments i did not respond to, my dr was at a loss. I suggested seeing a second oncologist for my second diagnosis. This seems to be working! Great drs do not necessarily agree with everything a patient suggests or wants. Neither do they know everything. Being a great Dr is about good bedside manner and being a good listener, and being open and responsive to the patients needs.