Hmm, that sounds a bit weird but I'm not totally against it... I wouldn't be looking for an OB right off the bat for a pregnancy but it sounds like you can weed out the ones who have totally different philosophies than you without having to set up appointments or whatever.
That actually sounds really cool. Especially since the care providers clearly know you're "shopping", and won't automatically expect that you'll be coming back to them. That's what makes me nervous about "doctor shopping" (or midwife shopping, for that matter).