It sounds like a chemical pregnancy to me. Some labs call anything under a 5 not pregnant. But with the exception of certain medical conditions, a non-pregnant woman is likely to have an hcg close to zero (sometimes in the 1 or 2 range). In fact, with my last dd, the lab told me my results were negative with an hcg of 4. But my mom, who is a midwife, told me that 4 was an unusually high number for me if I wasn't pregnant, and that the only time she usually saw numbers that low is when someone was losing the pregnancy and their numbers went up and then started going back down. Since it was early, 10DPO, she told me to wait and have another blood test in a couple of days. My numbers actually did start going up and i was pregnant with my dd.
I think that the nurse was probably just trying to cover her butt in some weird way or to make you feel better. But IMO, it helps to be informed, even if the information isn't always good. I think that an hcg of 9 indicates that you had an early pregnancy, since hcg is only produced during pregnancy or a few other fairly unusual medical conditions.