Some women lose weight during the last few weeks or do not gain at all, which was in my case. Your doctor is right, it may simply be due to water. I wouldn't worry about it, not unless it is a drastic weight loss. If your doctor isn't worried about it, then everything must be OK. You have a few weeks to go, good luck!
I wouldn't be concerned at all, and you shouldn't be unless your doctor is. I never gained weight with my pregnancy, and only lost. My daughter is a very healthy 10 month old. Depending on the weight you were at previously as well will influence what you should be gaining now.