There is no pathology in your bone. He found that out by the X-ray that your bones are intact.
Now he wants to see if you have any problem with the bursae, tendon, ligaments or cartilage so he is recommending and MRI for diagnosis.
To treat you he would need a diagnosis, so follow up near your doctor. Take care!
I have a similar problem with my right knee that has a weird lump on the side. I am scheduled to do an MRI because the doctor did not see anything in my X-rays either. Did you go for your MRI and what were the results?