Thefirst I did because I genuinely thought I might be dying, it was just like the worst period ever and I was really quite scared by the pain and I got the shakes and I as shivering and it was just worrying. However he wasn't bothered at all, he asked if I thought I was having an ectopic pregnancy and sent me on my merry way!
This time with the early miscarriage I mentioned it to a doctor who was really quite rude then went back a month later to talk with a much nicer doctor about it and she said that all is well as long as there's no additional bleeding or pain that's ongoing. She said it's always worth having pregnancy losses on your records so they can keep track of things.
Sorry if that's not much help, it really seems to depend on the doctor but I tend to always let them know about things I think could be relevant to my health xx