there are two things you should consider trying:
1) Call your doc's office and ask to talk to the nurse. Tell her you noticed that you'd lost 3 lbs at your app't but the doctor didn't say anything, and you didn't think this was normal. Should you be concerned ?
2) If your insurance company has a medical hotline, which many do, esp for pregnant moms, call them and talk to the nurses they have on staff.
Regarding the dilating ? Well, some doc's check and some don't. It's not really important until labor starts. Some people dilate to 3 cm ahead of labor and some don't.
I definately think it's worth asking the weight question. As them if it's normal and if you should be concerned or not. You're at 36 weeks out of 40, but due dates are always plus or minus 2 . . . so it could also be a signal that your body is preparing for delivery. Some moms do lose weight before going into labor, but that never happened to me. I always had to lose the weight the hard way afterwards -- I don't even think I lost the baby's birthweight when it was born ! A real bummer.
Moms here can tell you their own experiences, but nurses can tell you whether to be concerned or not, because they have more knowledge and they have more experience dealing with a variety of pregnancies. So don't be afraid to ask. It's much better than having the nagging question in the back of your head and worrying about the baby. OK ? Make the call. :-)