In theory "getting checked out by your doctor" sounds good, however the "checks" are non-existent, the doctor will allow you between six and nine seconds, and there is no effective treatment for such minimal exposures.
So no, unless there are persistent problems, it is pointless to go to a physician.
Then there is the issue of expense. You probably have a deductable under Obamacare. Thus, you eat the costs of the meaningless visit.
If you have unusual symptoms, it would be worth visiting your doctor to get checked out even if the chemical smell did not affect you You may have been briefly downwind of a methamphetamine lab as you ran, if you were running in a residential area.