Awkward or not, it's your choice. Remember, even before you're a pregnant woman, you're a consumer PAYING for their services. If you're not happy with the service they're giving you, you have every right to discontinue it. The only caution I have for staying with a group that you're not 100% comfortable with is that some groups only have one doctor "on call" at a time, so depending on when you go into labor, you may get a doctor you didn't like to begin with or don't know at all. One of the women I was in a class with was with a group who had 4 OBs I think and she really only liked one of them. The OB she liked gave her "tips" for "dealing with" the others in case she goes into labor on their shift and that made me really uncomfortable, even just to think about.
I really hope you find someone you like. It has made all the difference for me. Even my BP is lower at my appointments now than it was at my previous practice.