Worth keeping in mind that no medical test has a false positive rate of zero, so whether a test is worth doing becomes a statistical question - and the accuracy of some of those tests is different depending on whether a doctor first screened you to be likely to have a certain condition.

If you were to do something like run every cancer test possible then _eventually_ you'll find one that says you have cancer, but it's not a valuable result because statistically one of them was eventually going to say that. I don't think most doctors are doing significant statistical analysis to determine what tests to give you, but the general concept that you don't simply run every test you can for fun is very sound, screening beforehand can rule out a significant amount of false positives while hopefully not significantly increasing the chance that something is missed.

As somewhat more real example, rapid strep throat tests overall rarely give an inaccurate positive result, meaning that if the test shows a positive result you can be pretty confident you have strep throat and need antibiotics. However the false positive rate of rapid strep throat tests is extremely dependent on the patient first being screened for symptoms of strep throat - there are lots of asymptomatic strep throat carriers who have no symptoms but do have the bacteria, they don't need treatment but do give a positive result on the test. Thus if you were to give a rapid strep throat test to an entire school to try and eliminate all cases of strep throat then you'd find that ~10% to ~20% of the school gets a positive result. In that situation at least the tests are cheap and you could potentially resolve the situation over a number of weeks, but not every test is so simple.